+380.5%
NDAQ vs M
-1.9%
+382.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.2% |
| 7D | -2.4% | +4.7% | -7.2% | -3.0% |
| 30D | +2.5% | -9.6% | +12.1% | +3.6% |
| 3M | +9.9% | +0.9% | +9.1% | +9.6% |
| 6M | +9.4% | +22.3% | -12.8% | +6.4% |
| YTD | +0.4% | +6.5% | -6.1% | -1.0% |
| 1Y | +4.0% | +38.8% | -34.7% | -1.0% |
| 3Y | +94.4% | +115.9% | -21.5% | +70.4% |
| 5Y | +56.7% | +28.6% | +28.1% | +41.1% |
| All | +380.5% | -1.9% | +382.4% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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