+0.4%
DOW vs M
+38.2%
-37.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +3.7% | +0.6% | +3.1% | +3.3% |
| 30D | +16.3% | +7.0% | +9.3% | +13.7% |
| 3M | +9.7% | +3.1% | +6.6% | +7.8% |
| 6M | -14.1% | +33.5% | -47.6% | -22.1% |
| YTD | +46.6% | +13.4% | +33.2% | +37.7% |
| 1Y | +56.8% | +22.4% | +34.4% | +44.1% |
| 3Y | -20.4% | +150.9% | -171.2% | -43.4% |
| 5Y | -27.4% | -3.0% | -24.4% | -37.7% |
| All | +0.4% | +38.2% | -37.8% | -31.1% |
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 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