+3,716.0%
ALL vs M
+283.6%
+3,432.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.9% |
| 7D | 0.0% | +4.7% | -4.7% | -1.0% |
| 30D | -1.5% | -9.6% | +8.2% | +0.6% |
| 3M | +23.6% | +0.9% | +22.8% | +22.6% |
| 6M | +22.3% | +22.3% | +0.1% | +15.8% |
| YTD | +26.5% | +6.5% | +20.0% | +22.9% |
| 1Y | +27.0% | +38.8% | -11.8% | +15.7% |
| 3Y | +149.6% | +115.9% | +33.7% | +92.4% |
| 5Y | +118.1% | +28.6% | +89.5% | +75.0% |
| 10Y | +369.0% | -2.5% | +371.5% | +229.7% |
| All | +3,716.0% | +283.6% | +3,432.4% | +1,367.7% |
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