+30.9%
BLK vs M
+13.6%
+17.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | 0.0% |
| 7D | -5.2% | -8.8% | +3.6% | -3.4% |
| 30D | -7.0% | -16.4% | +9.3% | -3.7% |
| 3M | +5.7% | -10.8% | +16.5% | +7.7% |
| 6M | +11.0% | +16.1% | -5.1% | +7.0% |
| YTD | +0.9% | -5.3% | +6.1% | +1.0% |
| 1Y | -1.6% | +24.9% | -26.5% | -7.3% |
| 3Y | +64.5% | +97.5% | -33.1% | +33.3% |
| 5Y | +30.9% | +20.4% | +10.5% | +15.9% |
| All | +30.9% | +13.6% | +17.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling