+54.5%
EBAY vs M
+24.8%
+29.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.6% |
| 7D | -0.4% | +2.4% | -2.7% | -0.8% |
| 30D | -6.3% | -11.6% | +5.3% | -4.3% |
| 3M | -3.3% | +1.6% | -4.9% | -4.0% |
| 6M | +13.5% | +25.2% | -11.7% | +8.1% |
| YTD | +21.2% | +3.8% | +17.4% | +18.9% |
| 1Y | +13.9% | +36.3% | -22.5% | +5.8% |
| 3Y | +153.1% | +116.3% | +36.8% | +98.9% |
| 5Y | +54.5% | +28.2% | +26.3% | +38.7% |
| All | +54.5% | +24.8% | +29.7% | +38.7% |
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