-29.5%
DOW vs M
-11.5%
-18.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.9% |
| 7D | -9.5% | -4.3% | -5.2% | -8.9% |
| 30D | +13.1% | +1.3% | +11.8% | +12.5% |
| 3M | +4.8% | -7.4% | +12.2% | +5.9% |
| 6M | -16.7% | +18.3% | -35.0% | -20.9% |
| YTD | +38.9% | +7.6% | +31.3% | +33.9% |
| 1Y | +48.3% | +17.4% | +30.9% | +40.0% |
| 3Y | -24.4% | +108.4% | -132.7% | -40.1% |
| All | -29.5% | -11.5% | -18.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling