+513.4%
BE vs MAR
+184.2%
+329.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.8% |
| 7D | +4.5% | +1.0% | +3.5% | +3.9% |
| 30D | -20.1% | +16.2% | -36.3% | -28.0% |
| 3M | -0.8% | +23.1% | -23.9% | -14.3% |
| 6M | -26.2% | +22.0% | -48.2% | -37.1% |
| YTD | +141.1% | +39.2% | +101.9% | +83.5% |
| 1Y | +64.8% | +48.3% | +16.6% | +18.3% |
| 3Y | +1,887.4% | +123.4% | +1,764.0% | +855.3% |
| All | +513.4% | +184.2% | +329.1% | +138.1% |
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