+23.2%
ALL vs M
+27.1%
-3.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.9% |
| 7D | +4.2% | -2.1% | +6.4% | +4.2% |
| 30D | +18.9% | +7.7% | +11.2% | +19.3% |
| 3M | +1.2% | -4.4% | +5.6% | 0.0% |
| 6M | +23.2% | +27.5% | -4.3% | +25.5% |
| All | +23.2% | +27.1% | -3.9% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling