+276.1%
EBAY vs M
-3.0%
+279.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.6% |
| 7D | +4.2% | -4.2% | +8.4% | +4.7% |
| 30D | +5.6% | -7.2% | +12.8% | +6.5% |
| 3M | -1.4% | -11.1% | +9.8% | -0.2% |
| 6M | +18.2% | +28.8% | -10.6% | +13.8% |
| YTD | +24.8% | +2.0% | +22.8% | +23.4% |
| 1Y | +18.0% | +31.3% | -13.2% | +12.7% |
| 3Y | +160.3% | +119.1% | +41.2% | +124.4% |
| 5Y | +62.1% | +29.7% | +32.5% | +47.3% |
| All | +276.1% | -3.0% | +279.1% | +222.8% |
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 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