+911.5%
BE vs MAR
+179.0%
+732.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -4.2% | +24.1% | +23.9% |
| 30D | +7.9% | -6.7% | +14.6% | +13.9% |
| 3M | -13.2% | -12.5% | -0.7% | -5.3% |
| 6M | +53.5% | +0.6% | +52.9% | +50.2% |
| YTD | +191.0% | +9.1% | +181.9% | +162.4% |
| 1Y | +360.5% | +26.2% | +334.3% | +261.2% |
| 3Y | +1,568.0% | +68.2% | +1,499.9% | +913.0% |
| 5Y | +1,055.2% | +163.9% | +891.3% | +379.0% |
| All | +911.5% | +179.0% | +732.5% | +252.9% |
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