+106.4%
INTC vs M
-3.0%
+109.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -4.0% | +5.0% | -9.0% | -5.0% |
| 30D | -44.5% | +10.6% | -55.1% | -45.6% |
| 3M | -40.4% | +1.6% | -42.0% | -40.8% |
| 6M | -53.5% | +30.8% | -84.3% | -56.0% |
| YTD | +57.5% | +16.9% | +40.6% | +51.6% |
| 1Y | +51.2% | +26.3% | +24.9% | +43.3% |
| 3Y | +51.6% | +158.6% | -107.0% | +24.3% |
| 5Y | +23.5% | +2.1% | +21.4% | +12.0% |
| 10Y | +106.4% | -4.3% | +110.7% | +75.0% |
| All | +106.4% | -3.0% | +109.4% | +75.0% |
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