+145.0%
ALL vs M
-11.5%
+156.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -4.0% |
| 7D | -1.9% | -4.3% | +2.3% | -1.5% |
| 30D | +13.8% | +1.3% | +12.5% | +13.6% |
| 3M | -7.0% | -7.4% | +0.4% | -6.4% |
| 6M | +18.0% | +18.3% | -0.3% | +15.3% |
| YTD | +24.2% | +7.6% | +16.6% | +22.3% |
| 1Y | +31.2% | +17.4% | +13.8% | +27.8% |
| 3Y | +107.5% | +108.4% | -0.8% | +80.2% |
| All | +145.0% | -11.5% | +156.5% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling