+220.1%
C vs MAR
+540.7%
-320.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -5.4% | +14.0% | -19.4% | -12.3% |
| 3M | -9.2% | +18.1% | -27.3% | -17.6% |
| 6M | -1.8% | +18.6% | -20.4% | -11.9% |
| YTD | +6.7% | +35.3% | -28.6% | -11.7% |
| 1Y | +23.5% | +44.5% | -21.0% | -1.8% |
| 3Y | +219.8% | +120.7% | +99.1% | +96.6% |
| 5Y | +112.4% | +164.1% | -51.7% | +13.1% |
| 10Y | +220.1% | +515.5% | -295.4% | +6.4% |
| All | +220.1% | +540.7% | -320.7% | +6.4% |
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