+1,794.9%
UL vs M
+401.4%
+1,393.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.0% |
| 7D | +1.1% | -4.3% | +5.4% | +1.6% |
| 30D | +8.2% | +1.3% | +7.0% | +8.0% |
| 3M | +4.5% | -7.4% | +11.9% | +5.3% |
| 6M | +12.6% | +18.3% | -5.8% | +10.0% |
| YTD | +3.5% | +7.6% | -4.0% | +1.9% |
| 1Y | -0.4% | +17.4% | -17.8% | -3.0% |
| 3Y | +36.0% | +108.4% | -72.4% | +20.2% |
| 5Y | +30.9% | -10.6% | +41.5% | +23.6% |
| 10Y | +97.5% | -3.2% | +100.7% | +65.3% |
| All | +1,794.9% | +401.4% | +1,393.5% | +1,099.4% |
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 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