+138.0%
B vs MAR
+155.0%
-17.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | +4.3% | +5.3% | +8.8% |
| 30D | +3.5% | +16.8% | -13.3% | +0.7% |
| 3M | -1.6% | +16.0% | -17.6% | -4.2% |
| 6M | -1.7% | +16.5% | -18.1% | -4.4% |
| YTD | -5.3% | +35.0% | -40.4% | -10.2% |
| 1Y | +27.2% | +49.4% | -22.2% | +18.7% |
| 3Y | +166.1% | +124.1% | +42.0% | +129.8% |
| All | +138.0% | +155.0% | -17.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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