+286.5%
C vs MAR
+411.9%
-125.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | +3.2% | -1.7% | +4.9% | +4.2% |
| 30D | +1.3% | -6.9% | +8.2% | +5.4% |
| 3M | +3.1% | -15.8% | +18.9% | +13.0% |
| 6M | +29.6% | +1.9% | +27.7% | +26.9% |
| YTD | +19.0% | +6.6% | +12.3% | +13.0% |
| 1Y | +45.6% | +23.7% | +22.0% | +26.2% |
| 3Y | +269.3% | +64.6% | +204.7% | +168.5% |
| 5Y | +131.6% | +156.4% | -24.8% | +24.3% |
| 10Y | +286.5% | +415.4% | -128.8% | +45.2% |
| All | +286.5% | +411.9% | -125.3% | +45.2% |
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