+57.4%
INTC vs M
+36.6%
+20.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.6% | -11.4% | -5.9% |
| 7D | -39.0% | +8.3% | -47.3% | -40.3% |
| 30D | -49.8% | +14.2% | -64.0% | -51.8% |
| 3M | -42.2% | -1.1% | -41.1% | -41.8% |
| 6M | -39.2% | +36.6% | -75.8% | -45.9% |
| YTD | +57.9% | +19.8% | +38.1% | +39.8% |
| 1Y | +57.4% | +37.2% | +20.2% | +33.7% |
| All | +57.4% | +36.6% | +20.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling