+13,444.1%
GOOG vs M
+97.4%
+13,346.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -2.1% | +4.7% | -6.9% | -3.0% |
| 30D | -6.8% | -9.6% | +2.8% | -5.1% |
| 3M | -9.1% | +0.9% | -9.9% | -9.6% |
| 6M | +10.7% | +22.3% | -11.6% | +6.0% |
| YTD | +7.1% | +6.5% | +0.5% | +4.7% |
| 1Y | +44.6% | +38.8% | +5.9% | +34.2% |
| 3Y | +147.4% | +115.9% | +31.5% | +102.7% |
| 5Y | +133.8% | +28.6% | +105.2% | +100.7% |
| 10Y | +777.5% | -2.5% | +780.1% | +585.2% |
| All | +13,444.1% | +97.4% | +13,346.7% | +7,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling