+83.0%
PL vs M
+64.3%
+18.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -2.0% |
| 7D | -9.3% | +4.7% | -14.0% | -10.6% |
| 30D | -18.9% | -9.6% | -9.3% | -16.5% |
| 3M | -58.4% | +0.9% | -59.2% | -58.7% |
| 6M | -30.3% | +22.3% | -52.6% | -35.2% |
| YTD | -8.1% | +6.5% | -14.6% | -11.9% |
| 1Y | +180.5% | +38.8% | +141.7% | +145.8% |
| 3Y | +444.1% | +115.9% | +328.2% | +306.1% |
| 5Y | +83.0% | +28.6% | +54.4% | +53.4% |
| All | +83.0% | +64.3% | +18.7% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling