+207.5%
C vs M
-6.5%
+214.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.4% | -3.3% | +2.9% | +0.4% |
| 30D | -5.3% | +8.1% | -13.4% | -7.6% |
| 3M | -8.0% | +2.2% | -10.2% | -9.1% |
| 6M | -0.3% | +35.1% | -35.4% | -9.4% |
| YTD | +8.6% | +15.8% | -7.2% | +2.5% |
| 1Y | +25.8% | +25.8% | 0.0% | +15.7% |
| 3Y | +221.2% | +156.2% | +64.9% | +125.6% |
| 5Y | +113.6% | -2.4% | +115.9% | +84.1% |
| All | +207.5% | -6.5% | +214.1% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling