+68.6%
MA vs IDXX
-26.5%
+95.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -1.7% | -5.7% | +4.0% | -0.1% |
| 30D | +1.7% | -11.5% | +13.2% | +5.2% |
| 3M | +17.2% | -9.5% | +26.7% | +20.2% |
| 6M | +13.3% | -16.0% | +29.3% | +18.4% |
| YTD | +0.2% | -25.4% | +25.6% | +8.0% |
| 1Y | -2.7% | -21.8% | +19.1% | +2.8% |
| 3Y | +39.1% | +7.0% | +32.0% | +26.6% |
| All | +68.6% | -26.5% | +95.1% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling