+0.7%
PL vs M
+15.5%
-14.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | +10.5% |
| 7D | -6.8% | -4.3% | -2.6% | -6.5% |
| 30D | -29.3% | +1.3% | -30.6% | -29.2% |
| 3M | -44.8% | -7.4% | -37.4% | -44.5% |
| 6M | -68.4% | +18.3% | -86.7% | -68.3% |
| YTD | -36.4% | +7.6% | -43.9% | -35.8% |
| 1Y | +0.7% | +17.4% | -16.7% | +0.7% |
| All | +0.7% | +15.5% | -14.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling