+604.2%
COST vs M
-10.0%
+614.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.4% |
| 7D | -2.5% | -8.8% | +6.3% | -1.8% |
| 30D | -4.4% | -16.4% | +12.0% | -3.1% |
| 3M | -8.1% | -10.8% | +2.7% | -7.4% |
| 6M | -9.2% | +16.1% | -25.4% | -10.7% |
| YTD | +5.1% | -5.3% | +10.4% | +5.1% |
| 1Y | -5.1% | +24.9% | -30.0% | -7.5% |
| 3Y | +70.4% | +97.5% | -27.2% | +55.8% |
| 5Y | +104.7% | +20.4% | +84.3% | +92.6% |
| All | +604.2% | -10.0% | +614.2% | +541.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling