+98.5%
DD vs M
+3.7%
+94.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.1% | -2.2% | +4.1% |
| 7D | +9.8% | +2.5% | +7.2% | +9.0% |
| 30D | +19.3% | +10.1% | +9.3% | +16.6% |
| 3M | +9.4% | -0.9% | +10.3% | +9.1% |
| 6M | +4.8% | +30.2% | -25.4% | -2.1% |
| YTD | +30.2% | +16.3% | +13.9% | +24.3% |
| 1Y | +32.2% | +27.0% | +5.3% | +23.6% |
| 3Y | +93.1% | +154.5% | -61.4% | +48.1% |
| 5Y | +68.0% | -1.1% | +69.1% | +49.8% |
| 10Y | +98.5% | +0.5% | +98.0% | +32.9% |
| All | +98.5% | +3.7% | +94.8% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling