Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • EQX vs M✓SelectedUSD · MEQX vs M performance historyLatest closeAs of-5.06%09/10
Stock and ETF performance explorer

EQX vs M

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+81.2%
M return
+13.6%
Excess return
+67.6%
Maximum drawdown
-71.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioMExcessAlpha
1D-5.1%-4.7%-0.4%-4.6%
7D-7.0%-8.8%+1.8%-6.2%
30D+4.8%-16.4%+21.2%+6.7%
3M+25.6%-10.8%+36.4%+26.9%
6M-25.8%+16.1%-42.0%-27.1%
YTD-12.7%-5.3%-7.5%-12.8%
1Y+14.1%+24.9%-10.8%+10.6%
3Y+165.7%+97.5%+68.2%+140.7%
5Y+81.2%+20.4%+60.8%+81.1%
All+81.2%+13.6%+67.6%+81.1%

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 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