+237.3%
P vs M
-6.1%
+243.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.9% | -10.5% | -15.2% |
| 7D | -31.9% | -2.1% | -29.8% | -31.5% |
| 30D | -36.5% | +7.7% | -44.2% | -37.6% |
| 3M | +11.6% | -4.4% | +15.9% | +12.2% |
| 6M | +25.2% | +27.5% | -2.3% | +16.9% |
| YTD | +39.4% | +12.8% | +26.7% | +33.3% |
| 1Y | -3.7% | +20.7% | -24.4% | -9.4% |
| 3Y | +167.3% | +111.3% | +56.0% | +107.4% |
| 5Y | +237.3% | -6.3% | +243.6% | +192.8% |
| All | +237.3% | -6.1% | +243.4% | +192.8% |
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