+5,047.5%
INTC vs M
+401.4%
+4,646.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.6% | +12.3% | +8.9% |
| 7D | -14.4% | -4.3% | -10.1% | -13.6% |
| 30D | -50.2% | +1.3% | -51.5% | -50.5% |
| 3M | -43.6% | -7.4% | -36.2% | -42.8% |
| 6M | -50.2% | +18.3% | -68.5% | -52.6% |
| YTD | +52.5% | +7.6% | +44.9% | +48.0% |
| 1Y | +51.1% | +17.4% | +33.7% | +43.2% |
| 3Y | +50.3% | +108.4% | -58.1% | +19.0% |
| 5Y | +19.2% | -10.6% | +29.8% | +9.1% |
| 10Y | +105.1% | -3.2% | +108.3% | +50.6% |
| All | +5,047.5% | +401.4% | +4,646.0% | +1,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling