+1,743.2%
UL vs M
+396.5%
+1,346.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.4% |
| 7D | -1.3% | +4.7% | -6.1% | -1.8% |
| 30D | +0.5% | -9.6% | +10.1% | +1.6% |
| 3M | +17.6% | +0.9% | +16.8% | +17.2% |
| 6M | -5.4% | +22.3% | -27.6% | -7.9% |
| YTD | +0.7% | +6.5% | -5.8% | -0.6% |
| 1Y | -9.3% | +38.8% | -48.0% | -13.3% |
| 3Y | +24.5% | +115.9% | -91.4% | +9.6% |
| 5Y | +23.2% | +28.6% | -5.4% | +10.8% |
| 10Y | +64.5% | -2.5% | +67.0% | +37.6% |
| All | +1,743.2% | +396.5% | +1,346.7% | +1,069.3% |
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