+13,267.9%
COST vs M
+439.9%
+12,828.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +3.9% | -3.3% | +7.2% | +4.5% |
| 30D | +13.5% | +8.1% | +5.4% | +11.3% |
| 3M | +15.3% | +2.2% | +13.1% | +14.2% |
| 6M | +9.2% | +35.1% | -26.0% | +1.1% |
| YTD | +26.9% | +15.8% | +11.0% | +20.6% |
| 1Y | +19.7% | +25.8% | -6.1% | +11.5% |
| 3Y | +96.0% | +156.2% | -60.2% | +45.4% |
| 5Y | +124.0% | -2.4% | +126.4% | +94.7% |
| 10Y | +760.6% | -7.1% | +767.7% | +514.5% |
| All | +13,267.9% | +439.9% | +12,828.0% | +4,211.4% |
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