-44.8%
COMP vs M
+71.4%
-116.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.4% |
| 7D | +1.4% | +4.7% | -3.4% | -0.4% |
| 30D | -13.3% | -9.6% | -3.7% | -9.9% |
| 3M | +41.1% | +0.9% | +40.3% | +40.1% |
| 6M | +17.2% | +22.3% | -5.1% | +8.2% |
| YTD | +5.2% | +6.5% | -1.3% | +1.2% |
| 1Y | +18.9% | +38.8% | -19.8% | +2.6% |
| 3Y | +215.9% | +115.9% | +100.0% | +105.0% |
| 5Y | -31.2% | +28.6% | -59.8% | -45.5% |
| All | -44.8% | +71.4% | -116.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling