+200.5%
B vs M
+3.7%
+196.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +4.1% |
| 7D | +11.3% | +2.5% | +8.8% | +11.3% |
| 30D | +2.9% | +10.1% | -7.1% | +2.9% |
| 3M | -2.9% | -0.9% | -1.9% | -2.9% |
| 6M | -1.2% | +30.2% | -31.4% | -1.3% |
| YTD | -1.3% | +16.3% | -17.6% | -1.4% |
| 1Y | +30.4% | +27.0% | +3.5% | +30.3% |
| 3Y | +195.3% | +154.5% | +40.8% | +197.6% |
| 5Y | +146.2% | -1.1% | +147.3% | +143.8% |
| 10Y | +200.5% | +0.5% | +200.0% | +187.1% |
| All | +200.5% | +3.7% | +196.8% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling