+54.4%
INTC vs M
+25.7%
+28.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +3.1% |
| 7D | -1.0% | +2.5% | -3.5% | -1.8% |
| 30D | -43.3% | +10.1% | -53.4% | -44.9% |
| 3M | -41.6% | -0.9% | -40.7% | -41.3% |
| 6M | -52.5% | +30.2% | -82.6% | -57.1% |
| YTD | +60.9% | +16.3% | +44.6% | +43.2% |
| All | +54.4% | +25.7% | +28.7% | +33.5% |
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