+678.2%
GOOG vs M
-5.1%
+683.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | +1.2% | -3.3% | +4.5% | +1.5% |
| 30D | -16.7% | +8.1% | -24.8% | -17.8% |
| 3M | -15.2% | +2.2% | -17.4% | -15.7% |
| 6M | -24.8% | +35.1% | -59.9% | -28.1% |
| YTD | -7.2% | +15.8% | -23.0% | -9.9% |
| 1Y | -0.1% | +25.8% | -26.0% | -4.2% |
| 3Y | +118.8% | +156.2% | -37.4% | +86.7% |
| 5Y | +99.9% | -2.4% | +102.3% | +85.5% |
| 10Y | +678.2% | -7.1% | +685.3% | +558.9% |
| All | +678.2% | -5.1% | +683.3% | +558.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling