+223.5%
C vs M
-4.2%
+227.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.8% |
| 7D | -2.4% | -4.3% | +1.9% | -1.3% |
| 30D | -6.0% | +1.3% | -7.3% | -6.5% |
| 3M | -10.5% | -7.4% | -3.2% | -9.1% |
| 6M | -5.7% | +18.3% | -24.1% | -11.1% |
| YTD | +4.1% | +7.6% | -3.4% | +0.4% |
| 1Y | +20.5% | +17.4% | +3.1% | +13.0% |
| 3Y | +208.1% | +108.4% | +99.8% | +129.5% |
| 5Y | +110.4% | -10.6% | +121.0% | +86.0% |
| All | +223.5% | -4.2% | +227.7% | +90.0% |
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 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