+14,014.6%
EBAY vs M
+104.8%
+13,909.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.9% |
| 7D | -2.1% | +4.7% | -6.8% | -3.1% |
| 30D | -6.7% | -9.6% | +3.0% | -4.7% |
| 3M | -5.0% | +0.9% | -5.8% | -5.7% |
| 6M | +14.6% | +22.3% | -7.6% | +8.8% |
| YTD | +19.8% | +6.5% | +13.3% | +16.5% |
| 1Y | +12.6% | +38.8% | -26.2% | +3.0% |
| 3Y | +141.0% | +115.9% | +25.1% | +88.6% |
| 5Y | +47.5% | +28.6% | +18.9% | +22.7% |
| 10Y | +263.3% | -2.5% | +265.8% | +168.7% |
| All | +14,014.6% | +104.8% | +13,909.8% | +6,543.3% |
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