+8,662.0%
INTC vs M
+396.5%
+8,265.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.9% |
| 7D | +7.1% | +4.7% | +2.3% | +5.9% |
| 30D | -5.2% | -9.6% | +4.4% | -2.8% |
| 3M | -14.3% | +0.9% | -15.1% | -14.7% |
| 6M | +110.2% | +22.3% | +87.9% | +99.4% |
| YTD | +159.6% | +6.5% | +153.1% | +153.8% |
| 1Y | +289.3% | +38.8% | +250.5% | +255.5% |
| 3Y | +166.1% | +115.9% | +50.1% | +109.3% |
| 5Y | +94.4% | +28.6% | +65.7% | +62.2% |
| 10Y | +227.7% | -2.5% | +230.2% | +140.9% |
| All | +8,662.0% | +396.5% | +8,265.5% | +2,883.6% |
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 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