+111.7%
INTC vs M
+24.8%
+86.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.6% | +11.7% | +9.8% |
| 7D | +17.4% | +2.4% | +15.1% | +16.6% |
| 30D | +2.8% | -11.6% | +14.4% | +6.2% |
| 3M | -5.3% | +1.6% | -6.9% | -6.1% |
| 6M | +140.6% | +25.2% | +115.4% | +125.3% |
| YTD | +183.1% | +3.8% | +179.4% | +177.3% |
| 1Y | +326.8% | +36.3% | +290.4% | +287.7% |
| 3Y | +179.4% | +116.3% | +63.1% | +116.1% |
| 5Y | +111.7% | +28.2% | +83.6% | +80.6% |
| All | +111.7% | +24.8% | +86.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling