+22.5%
MA vs LYB
+47.4%
-24.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.7% | +8.7% | +3.7% |
| 7D | +10.2% | -6.2% | +16.4% | +9.9% |
| 30D | +19.3% | +6.3% | +13.0% | +19.4% |
| 3M | +18.0% | +4.1% | +13.9% | +17.9% |
| 6M | +33.7% | -15.5% | +49.2% | +33.2% |
| YTD | +18.6% | +50.2% | -31.7% | +13.4% |
| 1Y | +22.5% | +50.6% | -28.1% | +17.2% |
| All | +22.5% | +47.4% | -24.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling