+21,357.5%
BBY vs M
+428.6%
+20,929.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | +4.0% | +0.6% | +3.5% | +3.8% |
| 30D | +17.6% | +7.0% | +10.6% | +14.6% |
| 3M | +25.9% | +3.1% | +22.8% | +24.4% |
| 6M | +85.1% | +33.5% | +51.6% | +64.8% |
| YTD | +60.6% | +13.4% | +47.2% | +51.2% |
| 1Y | +40.2% | +22.4% | +17.7% | +27.9% |
| 3Y | +86.6% | +150.9% | -64.2% | +19.6% |
| 5Y | -3.7% | -3.0% | -0.6% | -17.5% |
| 10Y | +287.7% | -9.1% | +296.8% | +154.9% |
| All | +21,357.5% | +428.6% | +20,929.0% | +4,927.4% |
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