+526.5%
BAX vs M
+425.5%
+100.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -2.4% |
| 7D | +9.1% | -2.1% | +11.3% | +9.5% |
| 30D | +5.3% | +7.7% | -2.4% | +4.2% |
| 3M | -6.1% | -4.4% | -1.7% | -5.7% |
| 6M | +53.3% | +27.5% | +25.8% | +48.1% |
| YTD | +34.4% | +12.8% | +21.7% | +31.8% |
| 1Y | +43.2% | +20.7% | +22.4% | +39.1% |
| 3Y | -20.1% | +111.3% | -131.4% | -29.3% |
| 5Y | -63.7% | -6.3% | -57.4% | -65.9% |
| 10Y | -36.3% | +1.5% | -37.8% | -46.6% |
| All | +526.5% | +425.5% | +100.9% | +243.0% |
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