+780.7%
GOOG vs M
-3.0%
+783.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.6% |
| 30D | -2.0% | -7.2% | +5.2% | -1.1% |
| 3M | -5.9% | -11.1% | +5.3% | -4.6% |
| 6M | +8.9% | +28.8% | -19.9% | +4.9% |
| YTD | +7.1% | +2.0% | +5.1% | +6.0% |
| 1Y | +39.7% | +31.3% | +8.4% | +33.5% |
| 3Y | +145.8% | +119.1% | +26.8% | +114.4% |
| 5Y | +138.6% | +29.7% | +108.9% | +117.1% |
| All | +780.7% | -3.0% | +783.7% | +640.3% |
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 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