+22.7%
C vs MAR
+44.0%
-21.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -5.4% | +14.0% | -19.4% | -9.6% |
| 3M | -9.2% | +18.1% | -27.3% | -14.3% |
| 6M | -1.8% | +18.6% | -20.4% | -8.7% |
| YTD | +6.7% | +35.3% | -28.6% | -5.4% |
| All | +22.7% | +44.0% | -21.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling