+40.1%
MA vs BBY
+42.7%
-2.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -1.8% | +8.1% | -9.9% | -3.0% |
| 30D | +1.4% | +8.9% | -7.5% | -0.1% |
| 3M | +17.7% | +22.0% | -4.3% | +13.6% |
| 6M | +9.7% | +37.8% | -28.2% | +3.3% |
| YTD | +0.5% | +37.3% | -36.8% | -5.5% |
| 1Y | -2.1% | +21.6% | -23.6% | -5.9% |
| 3Y | +40.1% | +41.5% | -1.4% | +28.2% |
| All | +40.1% | +42.7% | -2.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling