+281.3%
P vs M
+27.3%
+254.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.9% |
| 7D | +6.5% | +4.7% | +1.8% | +5.5% |
| 30D | +18.8% | -9.6% | +28.5% | +21.2% |
| 3M | +26.7% | +0.9% | +25.9% | +25.9% |
| 6M | +62.2% | +22.3% | +39.9% | +53.3% |
| YTD | +48.5% | +6.5% | +42.0% | +44.2% |
| 1Y | +26.4% | +38.8% | -12.4% | +15.5% |
| 3Y | +159.4% | +115.9% | +43.5% | +103.1% |
| All | +281.3% | +27.3% | +254.0% | +228.0% |
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