+72.2%
BKR vs MAR
+63.6%
+8.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.4% |
| 7D | -6.7% | -2.1% | -4.6% | -6.0% |
| 30D | -8.3% | -5.7% | -2.7% | -6.5% |
| 3M | -5.4% | -14.6% | +9.2% | -0.2% |
| 6M | +0.8% | +1.3% | -0.5% | -1.5% |
| YTD | +31.8% | +6.7% | +25.1% | +24.9% |
| 1Y | +28.6% | +26.4% | +2.1% | +11.9% |
| All | +72.2% | +63.6% | +8.6% | +37.6% |
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 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