+403.1%
PL vs M
+110.5%
+292.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.9% | -4.2% | -8.1% |
| 7D | -20.5% | -2.1% | -18.4% | -20.0% |
| 30D | -38.8% | +7.7% | -46.5% | -40.5% |
| 3M | -49.1% | -4.4% | -44.8% | -48.6% |
| 6M | -69.4% | +27.5% | -96.9% | -72.4% |
| YTD | -42.3% | +12.8% | -55.1% | -46.7% |
| 1Y | -14.2% | +20.7% | -34.9% | -23.0% |
| All | +403.1% | +110.5% | +292.6% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling