+40.6%
BBY vs M
+106.8%
-66.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | 0.0% |
| 7D | +1.2% | -4.1% | +5.2% | +2.6% |
| 30D | +6.8% | -13.6% | +20.4% | +12.2% |
| 3M | +18.7% | -2.3% | +21.0% | +19.4% |
| 6M | +37.3% | +21.9% | +15.4% | +28.1% |
| YTD | +35.3% | -0.6% | +35.9% | +34.6% |
| 1Y | +20.7% | +29.7% | -9.1% | +10.2% |
| All | +40.6% | +106.8% | -66.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling