+341.5%
B vs M
+425.5%
-84.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.6% |
| 7D | +4.3% | -2.1% | +6.5% | +4.4% |
| 30D | -0.9% | +7.7% | -8.6% | -1.1% |
| 3M | -1.4% | -4.4% | +3.0% | -1.3% |
| 6M | +5.0% | +27.5% | -22.5% | +4.6% |
| YTD | -5.8% | +12.8% | -18.6% | -6.1% |
| 1Y | +25.6% | +20.7% | +4.9% | +25.1% |
| 3Y | +161.6% | +111.3% | +50.3% | +158.4% |
| 5Y | +135.2% | -6.3% | +141.5% | +132.9% |
| 10Y | +170.7% | +1.5% | +169.3% | +168.0% |
| All | +341.5% | +425.5% | -84.1% | +333.9% |
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