+655.3%
P vs M
-5.1%
+660.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | -31.4% | +8.1% | -39.5% | -32.6% |
| 3M | -2.6% | +2.2% | -4.8% | -3.4% |
| 6M | +21.9% | +35.1% | -13.2% | +13.4% |
| YTD | +58.9% | +15.8% | +43.1% | +51.6% |
| 1Y | +21.7% | +25.8% | -4.1% | +14.1% |
| 3Y | +193.3% | +156.2% | +37.1% | +128.1% |
| 5Y | +275.1% | -2.4% | +277.5% | +236.3% |
| 10Y | +655.3% | -7.1% | +662.4% | +424.7% |
| All | +655.3% | -5.1% | +660.4% | +424.7% |
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 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