+284.7%
P vs M
-3.3%
+288.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +11.6% | +7.0% | +4.6% | +10.0% |
| 30D | -23.7% | +8.9% | -32.6% | -25.2% |
| 3M | -8.0% | +4.5% | -12.5% | -9.2% |
| 6M | +27.9% | +36.2% | -8.3% | +17.8% |
| YTD | +61.2% | +15.1% | +46.0% | +53.2% |
| 1Y | +28.6% | +27.4% | +1.2% | +19.3% |
| 3Y | +200.5% | +160.1% | +40.3% | +121.7% |
| All | +284.7% | -3.3% | +288.0% | +233.0% |
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