+584.9%
XYZ vs M
-7.1%
+592.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | -1.1% | +7.0% | -8.1% | -3.0% |
| 30D | +11.5% | +8.9% | +2.6% | +8.9% |
| 3M | +1.8% | +4.5% | -2.7% | +0.4% |
| 6M | +21.2% | +36.2% | -15.0% | +10.3% |
| YTD | +29.9% | +15.1% | +14.8% | +23.2% |
| 1Y | +35.8% | +27.4% | +8.3% | +24.6% |
| 3Y | +62.6% | +160.1% | -97.6% | +15.6% |
| 5Y | -62.8% | -1.6% | -61.2% | -66.5% |
| All | +584.9% | -7.1% | +592.0% | +452.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling