+599.6%
XYZ vs M
-2.2%
+601.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | -1.0% | +4.7% | -5.7% | -2.3% |
| 30D | -1.7% | -9.6% | +7.9% | +1.2% |
| 3M | +16.7% | +0.9% | +15.9% | +16.1% |
| 6M | +26.9% | +22.3% | +4.6% | +19.1% |
| YTD | +27.1% | +6.5% | +20.6% | +23.3% |
| 1Y | +9.3% | +38.8% | -29.5% | -2.2% |
| 3Y | +42.3% | +115.9% | -73.6% | +6.6% |
| 5Y | -69.3% | +28.6% | -98.0% | -73.5% |
| All | +599.6% | -2.2% | +601.8% | +446.4% |
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 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