+96.2%
GOOG vs M
+0.1%
+96.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.4% | +5.0% | -2.6% | +1.3% |
| 30D | -18.1% | +10.6% | -28.7% | -19.9% |
| 3M | -19.9% | +1.6% | -21.5% | -20.5% |
| 6M | -28.2% | +30.8% | -59.0% | -32.5% |
| YTD | -9.0% | +16.9% | -25.9% | -13.1% |
| 1Y | -1.7% | +26.3% | -28.0% | -7.8% |
| 3Y | +114.5% | +158.6% | -44.1% | +64.8% |
| 5Y | +96.2% | +2.1% | +94.1% | +74.3% |
| All | +96.2% | +0.1% | +96.1% | +74.3% |
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 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