+15,612.2%
MA vs BBY
+271.9%
+15,340.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.8% |
| 7D | -0.5% | +4.0% | -4.5% | -1.7% |
| 30D | +7.9% | +17.6% | -9.7% | +2.8% |
| 3M | +16.8% | +25.9% | -9.1% | +8.7% |
| 6M | +31.0% | +85.1% | -54.1% | +8.2% |
| YTD | +15.0% | +60.6% | -45.6% | -1.7% |
| 1Y | +17.0% | +40.2% | -23.1% | +4.0% |
| 3Y | +68.5% | +86.6% | -18.2% | +31.8% |
| 5Y | +85.0% | -3.7% | +88.7% | +71.1% |
| 10Y | +561.3% | +287.7% | +273.6% | +278.8% |
| All | +15,612.2% | +271.9% | +15,340.3% | +7,155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling