+243.0%
EQIX vs M
+296.7%
-53.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.5% |
| 7D | +6.1% | +2.5% | +3.6% | +5.5% |
| 30D | +2.8% | +10.1% | -7.3% | +0.6% |
| 3M | +1.6% | -0.9% | +2.6% | +1.4% |
| 6M | -0.7% | +30.2% | -30.8% | -7.0% |
| YTD | +39.7% | +16.3% | +23.4% | +33.3% |
| 1Y | +30.6% | +27.0% | +3.6% | +22.0% |
| 3Y | +48.4% | +154.5% | -106.1% | +13.1% |
| 5Y | +46.0% | -1.1% | +47.1% | +27.9% |
| 10Y | +267.7% | +0.5% | +267.2% | +155.7% |
| All | +243.0% | +296.7% | -53.7% | -15.3% |
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