+634.6%
XYZ vs M
-3.0%
+637.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +12.6% | +5.0% | +7.6% | +11.1% |
| 30D | +10.8% | +10.6% | +0.2% | +7.7% |
| 3M | +8.4% | +1.6% | +6.8% | +7.7% |
| 6M | +14.3% | +30.8% | -16.5% | +5.2% |
| YTD | +31.5% | +16.9% | +14.6% | +24.0% |
| 1Y | +28.1% | +26.3% | +1.9% | +17.9% |
| 3Y | +66.2% | +158.6% | -92.4% | +18.2% |
| 5Y | -62.3% | +2.1% | -64.4% | -66.4% |
| 10Y | +634.6% | -4.3% | +638.9% | +486.9% |
| All | +634.6% | -3.0% | +637.6% | +486.9% |
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