+686.6%
GOOGL vs M
-6.5%
+693.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +1.6% | -3.3% | +4.9% | +1.9% |
| 30D | -16.8% | +8.1% | -24.9% | -17.8% |
| 3M | -14.6% | +2.2% | -16.8% | -15.1% |
| 6M | -24.4% | +35.1% | -59.5% | -27.8% |
| YTD | -6.1% | +15.8% | -21.9% | -8.7% |
| 1Y | +1.0% | +25.8% | -24.8% | -3.1% |
| 3Y | +123.4% | +156.2% | -32.8% | +91.0% |
| 5Y | +103.2% | -2.4% | +105.6% | +88.7% |
| All | +686.6% | -6.5% | +693.1% | +569.8% |
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