+21.1%
PL vs M
-11.5%
+32.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | +11.9% |
| 7D | -6.8% | -4.3% | -2.6% | -5.8% |
| 30D | -29.3% | +1.3% | -30.6% | -30.0% |
| 3M | -44.8% | -7.4% | -37.4% | -43.8% |
| 6M | -68.4% | +18.3% | -86.7% | -70.7% |
| YTD | -36.4% | +7.6% | -43.9% | -40.2% |
| 1Y | +0.7% | +17.4% | -16.7% | -8.5% |
| 3Y | +455.3% | +108.4% | +347.0% | +288.4% |
| All | +21.1% | -11.5% | +32.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling