+638.0%
XYZ vs M
+3.7%
+634.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +1.3% |
| 7D | +14.9% | +2.5% | +12.3% | +14.2% |
| 30D | +14.7% | +10.1% | +4.6% | +11.7% |
| 3M | +12.1% | -0.9% | +13.0% | +12.2% |
| 6M | +18.3% | +30.2% | -11.8% | +9.1% |
| YTD | +36.1% | +16.3% | +19.8% | +28.6% |
| 1Y | +35.3% | +27.0% | +8.3% | +24.3% |
| 3Y | +73.5% | +154.5% | -81.0% | +24.1% |
| 5Y | -61.6% | -1.1% | -60.6% | -65.5% |
| 10Y | +638.0% | +0.5% | +637.5% | +475.2% |
| All | +638.0% | +3.7% | +634.3% | +475.2% |
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