+25.9%
NDAQ vs M
+15.5%
+10.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.7% |
| 7D | +0.8% | -4.3% | +5.1% | +1.2% |
| 30D | +16.5% | +1.3% | +15.3% | +16.5% |
| 3M | +13.5% | -7.4% | +20.9% | +14.0% |
| 6M | +20.9% | +18.3% | +2.6% | +20.4% |
| YTD | +11.4% | +7.6% | +3.8% | +11.6% |
| 1Y | +25.9% | +17.4% | +8.5% | +24.7% |
| All | +25.9% | +15.5% | +10.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling