-54.2%
COMP vs M
+81.4%
-135.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.9% | -2.3% | -5.9% |
| 7D | -1.8% | -2.1% | +0.3% | -0.8% |
| 30D | -0.8% | +7.7% | -8.5% | -3.3% |
| 3M | -28.1% | -4.4% | -23.8% | -26.8% |
| 6M | +27.0% | +27.5% | -0.5% | +15.5% |
| YTD | -12.8% | +12.8% | -25.5% | -17.8% |
| 1Y | +4.9% | +20.7% | -15.8% | -4.3% |
| 3Y | +321.0% | +111.3% | +209.7% | +177.3% |
| 5Y | -25.6% | -6.3% | -19.3% | -37.9% |
| All | -54.2% | +81.4% | -135.7% | -66.9% |
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