+146.8%
GOOG vs M
+120.4%
+26.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | -5.1% | -11.6% | +6.6% | -3.1% |
| 3M | -7.1% | +1.6% | -8.7% | -7.6% |
| 6M | +12.7% | +25.2% | -12.6% | +8.0% |
| YTD | +7.1% | +3.8% | +3.3% | +5.5% |
| 1Y | +43.6% | +36.3% | +7.3% | +34.3% |
| 3Y | +146.8% | +116.3% | +30.4% | +110.2% |
| All | +146.8% | +120.4% | +26.3% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling