+2,327.9%
NDAQ vs M
+132.3%
+2,195.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.5% |
| 7D | -2.4% | +4.7% | -7.2% | -3.6% |
| 30D | +2.5% | -9.6% | +12.1% | +4.8% |
| 3M | +9.9% | +0.9% | +9.1% | +9.1% |
| 6M | +9.4% | +22.3% | -12.8% | +3.1% |
| YTD | +0.4% | +6.5% | -6.1% | -2.7% |
| 1Y | +4.0% | +38.8% | -34.7% | -6.1% |
| 3Y | +94.4% | +115.9% | -21.5% | +47.1% |
| 5Y | +56.7% | +28.6% | +28.1% | +23.0% |
| 10Y | +375.3% | -2.5% | +377.8% | +216.1% |
| All | +2,327.9% | +132.3% | +2,195.5% | +809.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling