+707.7%
BE vs MAR
+252.1%
+455.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.8% |
| 7D | +20.5% | +1.8% | +18.8% | +18.8% |
| 30D | -23.4% | +14.3% | -37.7% | -30.9% |
| 3M | -14.9% | +20.0% | -34.9% | -26.4% |
| 6M | -28.1% | +21.7% | -49.8% | -39.7% |
| YTD | +132.4% | +37.7% | +94.7% | +74.4% |
| 1Y | +59.4% | +46.8% | +12.5% | +12.6% |
| 3Y | +1,815.8% | +121.0% | +1,694.8% | +835.4% |
| 5Y | +491.3% | +183.1% | +308.2% | +135.2% |
| All | +707.7% | +252.1% | +455.6% | +134.6% |
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