+113.0%
ALL vs M
+155.4%
-42.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | -0.1% | +5.0% | -5.2% | -0.4% |
| 30D | +13.8% | +10.6% | +3.2% | +13.3% |
| 3M | -2.8% | +1.6% | -4.4% | -2.9% |
| 6M | +23.7% | +30.8% | -7.2% | +21.7% |
| YTD | +27.3% | +16.9% | +10.4% | +25.9% |
| 1Y | +30.5% | +26.3% | +4.3% | +28.6% |
| 3Y | +113.0% | +158.6% | -45.6% | +93.1% |
| All | +113.0% | +155.4% | -42.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling