+449.1%
PL vs M
+117.7%
+331.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -2.2% |
| 7D | -9.3% | +4.7% | -14.0% | -10.9% |
| 30D | -18.9% | -9.6% | -9.3% | -15.9% |
| 3M | -58.4% | +0.9% | -59.2% | -58.9% |
| 6M | -30.3% | +22.3% | -52.6% | -36.6% |
| YTD | -8.1% | +6.5% | -14.6% | -13.1% |
| 1Y | +180.5% | +38.8% | +141.7% | +133.3% |
| All | +449.1% | +117.7% | +331.4% | +206.4% |
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 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