+702.3%
GOOG vs M
-7.1%
+709.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +3.0% | +7.0% | -4.0% | +2.1% |
| 30D | -14.9% | +8.9% | -23.8% | -16.0% |
| 3M | -14.9% | +4.5% | -19.4% | -15.7% |
| 6M | -26.6% | +36.2% | -62.8% | -30.0% |
| YTD | -6.6% | +15.1% | -21.7% | -9.2% |
| 1Y | +5.1% | +27.4% | -22.4% | +0.6% |
| 3Y | +121.0% | +160.1% | -39.2% | +88.1% |
| 5Y | +97.3% | -1.6% | +98.9% | +83.0% |
| All | +702.3% | -7.1% | +709.4% | +583.3% |
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