+247.4%
EQIX vs M
+295.1%
-47.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.3% | -3.3% | +4.6% | +2.0% |
| 30D | +3.4% | +8.1% | -4.7% | +1.6% |
| 3M | +3.9% | +2.2% | +1.7% | +3.1% |
| 6M | -0.7% | +35.1% | -35.8% | -7.7% |
| YTD | +41.5% | +15.8% | +25.7% | +35.1% |
| 1Y | +32.9% | +25.8% | +7.0% | +24.3% |
| 3Y | +48.3% | +156.2% | -107.9% | +12.9% |
| 5Y | +52.3% | -2.4% | +54.7% | +33.9% |
| 10Y | +298.6% | -7.1% | +305.7% | +185.8% |
| All | +247.4% | +295.1% | -47.7% | -14.1% |
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