-49.3%
COMP vs M
+73.1%
-122.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.6% | +15.3% | +12.5% |
| 7D | +13.4% | -4.3% | +17.7% | +15.3% |
| 30D | +11.1% | +1.3% | +9.8% | +10.7% |
| 3M | -18.8% | -7.4% | -11.5% | -16.5% |
| 6M | +10.5% | +18.3% | -7.8% | +3.0% |
| YTD | -3.4% | +7.6% | -11.0% | -7.5% |
| 1Y | +19.7% | +17.4% | +2.3% | +10.2% |
| 3Y | +381.6% | +108.4% | +273.2% | +217.6% |
| 5Y | -17.6% | -10.6% | -7.0% | -30.1% |
| All | -49.3% | +73.1% | -122.4% | -62.7% |
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