+16,644.8%
EBAY vs M
+122.7%
+16,522.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | +7.0% | +8.1% | -1.1% | +5.1% |
| 3M | +16.1% | +2.2% | +13.9% | +15.1% |
| 6M | +14.1% | +35.1% | -21.0% | +6.0% |
| YTD | +42.1% | +15.8% | +26.3% | +35.4% |
| 1Y | +42.4% | +25.8% | +16.5% | +33.0% |
| 3Y | +223.5% | +156.2% | +67.3% | +143.6% |
| 5Y | +82.8% | -2.4% | +85.1% | +62.7% |
| 10Y | +385.7% | -7.1% | +392.9% | +266.8% |
| All | +16,644.8% | +122.7% | +16,522.1% | +7,619.2% |
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