+128.8%
GOOG vs M
+22.2%
+106.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.3% |
| 7D | -1.6% | -4.1% | +2.5% | -0.8% |
| 30D | -7.7% | -13.6% | +6.0% | -5.2% |
| 3M | -9.3% | -2.3% | -7.0% | -9.3% |
| 6M | +7.4% | +21.9% | -14.5% | +2.9% |
| YTD | +4.9% | -0.6% | +5.4% | +3.9% |
| 1Y | +37.2% | +29.7% | +7.5% | +28.7% |
| 3Y | +141.6% | +107.3% | +34.3% | +97.3% |
| 5Y | +128.8% | +20.5% | +108.3% | +105.2% |
| All | +128.8% | +22.2% | +106.5% | +105.2% |
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 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