+426.2%
COMP vs M
+159.6%
+266.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +2.2% | -3.3% | +5.5% | +3.2% |
| 30D | +16.3% | +8.1% | +8.2% | +13.7% |
| 3M | -19.1% | +2.2% | -21.4% | -19.8% |
| 6M | +17.1% | +35.1% | -18.0% | +7.1% |
| YTD | -2.9% | +15.8% | -18.8% | -8.1% |
| 1Y | +8.8% | +25.8% | -17.0% | +0.3% |
| All | +426.2% | +159.6% | +266.6% | +291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling