+36.0%
UL vs M
+100.8%
-64.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.3% |
| 7D | +1.1% | -4.3% | +5.4% | +1.3% |
| 30D | +8.2% | +1.3% | +7.0% | +8.2% |
| 3M | +4.5% | -7.4% | +11.9% | +4.8% |
| 6M | +12.6% | +18.3% | -5.8% | +11.7% |
| YTD | +3.5% | +7.6% | -4.0% | +3.0% |
| 1Y | -0.4% | +17.4% | -17.8% | -1.2% |
| 3Y | +36.0% | +108.4% | -72.4% | +35.0% |
| All | +36.0% | +100.8% | -64.8% | +35.0% |
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