+3,821.1%
ALL vs M
+306.0%
+3,515.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.4% |
| 7D | +4.2% | -2.1% | +6.4% | +4.6% |
| 30D | +18.9% | +7.7% | +11.2% | +16.9% |
| 3M | +1.2% | -4.4% | +5.6% | +1.8% |
| 6M | +23.2% | +27.5% | -4.3% | +15.4% |
| YTD | +30.0% | +12.8% | +17.3% | +24.4% |
| 1Y | +39.6% | +20.7% | +18.9% | +31.2% |
| 3Y | +115.2% | +111.3% | +3.9% | +66.8% |
| 5Y | +156.2% | -6.3% | +162.6% | +124.3% |
| 10Y | +398.0% | +1.5% | +396.5% | +247.1% |
| All | +3,821.1% | +306.0% | +3,515.1% | +1,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling