+113.6%
C vs MAR
+181.1%
-67.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +4.2% | +1.6% | +2.6% | +3.3% |
| 30D | +2.0% | +13.8% | -11.8% | -4.5% |
| 3M | -10.1% | +20.3% | -30.4% | -18.3% |
| 6M | +1.0% | +21.3% | -20.3% | -9.4% |
| YTD | +8.5% | +37.2% | -28.7% | -9.1% |
| 1Y | +25.7% | +48.4% | -22.7% | +0.8% |
| 3Y | +216.0% | +120.1% | +95.9% | +105.3% |
| All | +113.6% | +181.1% | -67.5% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling