+208.8%
C vs MAR
+528.1%
-319.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -1.3% |
| 7D | -0.4% | +2.9% | -3.2% | -1.9% |
| 30D | -5.2% | +17.0% | -22.2% | -13.4% |
| 3M | -9.1% | +23.2% | -32.2% | -19.5% |
| 6M | -1.6% | +21.7% | -23.3% | -13.0% |
| YTD | +6.9% | +38.9% | -31.9% | -12.8% |
| 1Y | +23.0% | +48.7% | -25.7% | -3.8% |
| 3Y | +216.1% | +122.9% | +93.2% | +93.2% |
| 5Y | +112.2% | +177.5% | -65.2% | +9.7% |
| 10Y | +208.8% | +537.5% | -328.8% | -3.5% |
| All | +208.8% | +528.1% | -319.4% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling