+167.1%
P vs M
+110.5%
+56.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.9% | -10.5% | -15.4% |
| 7D | -31.9% | -2.1% | -29.8% | -31.6% |
| 30D | -36.5% | +7.7% | -44.2% | -37.4% |
| 3M | +11.6% | -4.4% | +15.9% | +12.2% |
| 6M | +25.2% | +27.5% | -2.3% | +18.0% |
| YTD | +39.4% | +12.8% | +26.7% | +34.2% |
| 1Y | -3.7% | +20.7% | -24.4% | -8.7% |
| All | +167.1% | +110.5% | +56.6% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling