+503.0%
MA vs LYB
+48.3%
+454.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +1.7% | +2.5% | -0.8% | +0.7% |
| 3M | +17.2% | +1.4% | +15.8% | +16.0% |
| 6M | +13.3% | -3.5% | +16.8% | +11.7% |
| YTD | +0.2% | +52.0% | -51.8% | -17.1% |
| 1Y | -2.7% | +22.1% | -24.8% | -13.4% |
| 3Y | +39.1% | -22.8% | +61.8% | +43.5% |
| 5Y | +68.8% | -3.4% | +72.1% | +55.9% |
| All | +503.0% | +48.3% | +454.8% | +348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling