+206.8%
B vs MAR
+3,116.5%
-2,909.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | +4.3% | +5.3% | +9.1% |
| 30D | +3.5% | +16.8% | -13.3% | +1.9% |
| 3M | -1.6% | +16.0% | -17.6% | -3.0% |
| 6M | -1.7% | +16.5% | -18.1% | -3.2% |
| YTD | -5.3% | +35.0% | -40.4% | -8.2% |
| 1Y | +27.2% | +49.4% | -22.2% | +22.1% |
| 3Y | +166.1% | +124.1% | +42.0% | +144.5% |
| 5Y | +136.5% | +159.2% | -22.7% | +112.8% |
| 10Y | +172.2% | +553.9% | -381.7% | +113.8% |
| All | +206.8% | +3,116.5% | -2,909.7% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling