+543.0%
XYZ vs M
0.0%
+543.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -2.4% |
| 7D | +9.2% | -2.1% | +11.4% | +10.1% |
| 30D | +9.8% | +7.7% | +2.1% | +7.7% |
| 3M | -0.2% | -4.4% | +4.2% | +1.1% |
| 6M | +18.0% | +27.5% | -9.6% | +9.6% |
| YTD | +29.1% | +12.8% | +16.4% | +23.3% |
| 1Y | +14.1% | +20.7% | -6.6% | +6.6% |
| 3Y | +72.6% | +111.3% | -38.7% | +30.6% |
| 5Y | -64.6% | -6.3% | -58.3% | -67.7% |
| 10Y | +590.0% | +1.5% | +588.5% | +442.1% |
| All | +543.0% | 0.0% | +543.0% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling