+130.7%
C vs M
+27.3%
+103.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | +3.6% | +4.7% | -1.1% | +2.6% |
| 30D | +0.1% | -9.6% | +9.7% | +2.2% |
| 3M | +2.4% | +0.9% | +1.6% | +1.8% |
| 6M | +24.9% | +22.3% | +2.7% | +18.9% |
| YTD | +19.8% | +6.5% | +13.3% | +17.1% |
| 1Y | +44.9% | +38.8% | +6.1% | +33.4% |
| 3Y | +263.0% | +115.9% | +147.1% | +189.9% |
| All | +130.7% | +27.3% | +103.4% | +95.2% |
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