+39.5%
PL vs M
+77.6%
-38.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.1% |
| 7D | +10.0% | +7.0% | +3.0% | +8.1% |
| 30D | -2.3% | +8.9% | -11.2% | -4.9% |
| 3M | -44.2% | +4.5% | -48.7% | -45.2% |
| 6M | -66.1% | +36.2% | -102.3% | -69.5% |
| YTD | -30.0% | +15.1% | -45.1% | -34.7% |
| 1Y | +21.0% | +27.4% | -6.4% | +9.0% |
| 3Y | +516.5% | +160.1% | +356.4% | +335.1% |
| 5Y | +32.0% | -1.6% | +33.6% | +7.7% |
| All | +39.5% | +77.6% | -38.1% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling