-2.8%
BLK vs M
+34.0%
-36.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.2% |
| 7D | -3.3% | -4.2% | +0.9% | -2.6% |
| 30D | -6.5% | -7.2% | +0.7% | -5.3% |
| 3M | +6.7% | -11.1% | +17.9% | +8.8% |
| 6M | +14.7% | +28.8% | -14.1% | +8.2% |
| YTD | +2.5% | +2.0% | +0.5% | +0.8% |
| 1Y | -2.8% | +31.3% | -34.0% | -11.0% |
| All | -2.8% | +34.0% | -36.8% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling