+746.7%
GOOGL vs M
-7.1%
+753.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.7% |
| 7D | -1.9% | -4.1% | +2.2% | -1.3% |
| 30D | -7.5% | -13.6% | +6.2% | -5.7% |
| 3M | -9.2% | -2.3% | -6.9% | -9.1% |
| 6M | +8.1% | +21.9% | -13.8% | +4.9% |
| YTD | +5.8% | -0.6% | +6.4% | +5.2% |
| 1Y | +38.3% | +29.7% | +8.6% | +32.5% |
| 3Y | +144.8% | +107.3% | +37.5% | +115.4% |
| 5Y | +132.5% | +20.5% | +112.1% | +113.5% |
| 10Y | +746.7% | -6.1% | +752.8% | +609.9% |
| All | +746.7% | -7.1% | +753.8% | +609.9% |
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