+21,494.5%
BBY vs M
+436.6%
+21,057.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +4.5% | +7.0% | -2.6% | +1.8% |
| 30D | +16.8% | +8.9% | +7.9% | +13.1% |
| 3M | +23.2% | +4.5% | +18.7% | +21.1% |
| 6M | +91.9% | +36.2% | +55.7% | +69.5% |
| YTD | +61.6% | +15.1% | +46.5% | +51.3% |
| 1Y | +43.9% | +27.4% | +16.4% | +29.2% |
| 3Y | +88.6% | +160.1% | -71.5% | +19.2% |
| 5Y | -3.1% | -1.6% | -1.5% | -17.5% |
| 10Y | +290.2% | -7.7% | +297.8% | +155.0% |
| All | +21,494.5% | +436.6% | +21,057.9% | +4,929.9% |
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