-10.8%
DOW vs M
+29.8%
-40.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.7% |
| 7D | -2.4% | +4.7% | -7.1% | -3.6% |
| 30D | +0.4% | -9.6% | +10.0% | +2.9% |
| 3M | -14.4% | +0.9% | -15.2% | -15.3% |
| 6M | -7.0% | +22.3% | -29.2% | -13.4% |
| YTD | +30.2% | +6.5% | +23.7% | +25.3% |
| 1Y | +29.2% | +38.8% | -9.6% | +15.5% |
| 3Y | -36.7% | +115.9% | -152.6% | -52.9% |
| 5Y | -37.7% | +28.6% | -66.3% | -51.5% |
| All | -10.8% | +29.8% | -40.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling