+1,003.0%
BE vs MAR
+177.5%
+825.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.4% |
| 7D | +9.0% | -0.5% | +9.6% | +9.4% |
| 30D | +16.3% | -5.4% | +21.7% | +21.0% |
| 3M | +10.8% | -15.5% | +26.3% | +24.0% |
| 6M | +73.2% | +3.0% | +70.2% | +65.4% |
| YTD | +217.4% | +8.5% | +208.8% | +187.0% |
| 1Y | +309.8% | +26.0% | +283.8% | +222.0% |
| 3Y | +1,726.2% | +68.6% | +1,657.6% | +1,006.7% |
| 5Y | +1,306.2% | +157.4% | +1,148.8% | +494.5% |
| All | +1,003.0% | +177.5% | +825.5% | +286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling