+503.0%
MA vs IDXX
+360.5%
+142.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -1.7% | -5.7% | +4.0% | +0.5% |
| 30D | +1.7% | -11.5% | +13.2% | +6.4% |
| 3M | +17.2% | -9.5% | +26.7% | +21.3% |
| 6M | +13.3% | -16.0% | +29.3% | +20.2% |
| YTD | +0.2% | -25.4% | +25.6% | +10.8% |
| 1Y | -2.7% | -21.8% | +19.1% | +4.6% |
| 3Y | +39.1% | +7.0% | +32.0% | +23.6% |
| 5Y | +68.8% | -26.0% | +94.7% | +72.7% |
| All | +503.0% | +360.5% | +142.5% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling