+67.5%
NDAQ vs M
-4.1%
+71.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | +16.2% | +7.0% | +9.2% | +15.2% |
| 3M | +14.0% | +3.1% | +10.8% | +13.3% |
| 6M | +22.3% | +33.5% | -11.3% | +17.3% |
| YTD | +13.0% | +13.4% | -0.4% | +10.3% |
| 1Y | +24.0% | +22.4% | +1.6% | +19.7% |
| 3Y | +117.1% | +150.9% | -33.8% | +83.2% |
| 5Y | +67.5% | -3.0% | +70.6% | +54.0% |
| All | +67.5% | -4.1% | +71.6% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling