+28.5%
DOW vs M
+35.8%
-7.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | +2.0% | -11.6% | +13.6% | +3.3% |
| 3M | -12.5% | +1.6% | -14.2% | -13.5% |
| 6M | -9.2% | +25.2% | -34.4% | -15.0% |
| YTD | +30.8% | +3.8% | +27.0% | +30.3% |
| All | +28.5% | +35.8% | -7.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling