-21.7%
C vs MAR
+3,116.5%
-3,138.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | +4.3% | -6.7% | -5.1% |
| 30D | -6.0% | +16.8% | -22.8% | -15.2% |
| 3M | -10.5% | +16.0% | -26.6% | -19.3% |
| 6M | -5.7% | +16.5% | -22.2% | -15.9% |
| YTD | +4.1% | +35.0% | -30.9% | -16.3% |
| 1Y | +20.5% | +49.4% | -28.9% | -9.7% |
| 3Y | +208.1% | +124.1% | +84.0% | +73.4% |
| 5Y | +110.4% | +159.2% | -48.8% | +2.1% |
| 10Y | +234.6% | +553.9% | -319.3% | -22.9% |
| All | -21.7% | +3,116.5% | -3,138.2% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling