-61.6%
XYZ vs M
-2.8%
-58.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | -0.1% |
| 7D | +14.9% | +2.5% | +12.3% | +13.7% |
| 30D | +14.7% | +10.1% | +4.6% | +9.9% |
| 3M | +12.1% | -0.9% | +13.0% | +12.1% |
| 6M | +18.3% | +30.2% | -11.8% | +3.6% |
| YTD | +36.1% | +16.3% | +19.8% | +23.7% |
| 1Y | +35.3% | +27.0% | +8.3% | +17.4% |
| 3Y | +73.5% | +154.5% | -81.0% | -9.3% |
| 5Y | -61.6% | -1.1% | -60.6% | -68.7% |
| All | -61.6% | -2.8% | -58.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling