+67.6%
MA vs LYB
-1.9%
+69.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +0.7% | +1.5% | -0.8% | +0.3% |
| 3M | +15.8% | -0.3% | +16.1% | +15.5% |
| 6M | +10.2% | +0.1% | +10.2% | +8.0% |
| YTD | -0.5% | +53.4% | -53.9% | -14.6% |
| 1Y | -1.8% | +25.6% | -27.5% | -10.8% |
| 3Y | +38.7% | -21.3% | +60.0% | +45.2% |
| 5Y | +67.6% | -2.4% | +70.1% | +57.5% |
| All | +67.6% | -1.9% | +69.5% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling