+1,784.6%
BE vs MAR
+68.8%
+1,715.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.3% | +11.9% | +10.7% |
| 7D | +29.8% | -1.7% | +31.5% | +30.7% |
| 30D | +26.4% | -6.9% | +33.3% | +30.7% |
| 3M | +9.3% | -15.8% | +25.2% | +18.0% |
| 6M | +105.1% | +1.9% | +103.1% | +98.4% |
| YTD | +219.0% | +6.6% | +212.4% | +198.1% |
| 1Y | +418.8% | +23.7% | +395.1% | +332.5% |
| 3Y | +1,784.6% | +64.6% | +1,720.0% | +992.4% |
| All | +1,784.6% | +68.8% | +1,715.8% | +992.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling