-37.4%
DOW vs M
+27.3%
-64.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.6% |
| 7D | -2.4% | +4.7% | -7.1% | -3.3% |
| 30D | +0.4% | -9.6% | +10.0% | +2.3% |
| 3M | -14.4% | +0.9% | -15.2% | -15.1% |
| 6M | -7.0% | +22.3% | -29.2% | -12.1% |
| YTD | +30.2% | +6.5% | +23.7% | +26.5% |
| 1Y | +29.2% | +38.8% | -9.6% | +18.2% |
| 3Y | -36.7% | +115.9% | -152.6% | -49.7% |
| All | -37.4% | +27.3% | -64.7% | -48.3% |
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