+13,004.0%
COST vs M
+444.9%
+12,559.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.6% | +5.0% | -0.4% | +3.3% |
| 30D | +12.8% | +10.6% | +2.1% | +10.0% |
| 3M | +12.1% | +1.6% | +10.5% | +11.2% |
| 6M | +6.0% | +30.8% | -24.8% | -1.2% |
| YTD | +24.4% | +16.9% | +7.5% | +18.0% |
| 1Y | +17.1% | +26.3% | -9.1% | +9.0% |
| 3Y | +92.2% | +158.6% | -66.5% | +42.2% |
| 5Y | +122.5% | +2.1% | +120.4% | +91.4% |
| 10Y | +758.9% | -4.3% | +763.3% | +508.0% |
| All | +13,004.0% | +444.9% | +12,559.1% | +4,118.1% |
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