+2,398.9%
MA vs LYB
+622.7%
+1,776.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.5% | +8.7% | -7.2% | -1.5% |
| 3M | +20.4% | -3.0% | +23.5% | +20.8% |
| 6M | +11.1% | +4.7% | +6.4% | +6.3% |
| YTD | +2.0% | +51.6% | -49.6% | -15.4% |
| 1Y | -2.2% | +24.4% | -26.5% | -13.5% |
| 3Y | +41.9% | -23.5% | +65.4% | +46.0% |
| 5Y | +75.4% | -6.5% | +81.8% | +64.1% |
| 10Y | +527.5% | +40.5% | +487.1% | +357.1% |
| All | +2,398.9% | +622.7% | +1,776.3% | +749.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling