+449.6%
P vs M
-24.2%
+473.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.9% | -10.5% | -15.3% |
| 7D | -31.9% | -2.1% | -29.8% | -31.6% |
| 30D | -36.5% | +7.7% | -44.2% | -37.5% |
| 3M | +11.6% | -4.4% | +15.9% | +12.1% |
| 6M | +25.2% | +27.5% | -2.3% | +17.8% |
| YTD | +39.4% | +12.8% | +26.7% | +33.8% |
| 1Y | -3.7% | +20.7% | -24.4% | -8.8% |
| 3Y | +167.3% | +111.3% | +56.0% | +116.6% |
| 5Y | +237.3% | -6.3% | +243.6% | +205.4% |
| 10Y | +698.6% | +1.5% | +697.2% | +489.9% |
| All | +449.6% | -24.2% | +473.8% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling