+318.0%
COP vs MAR
+539.9%
-221.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | -0.3% |
| 7D | -6.1% | +2.9% | -9.0% | -7.3% |
| 30D | +1.1% | +17.0% | -15.9% | -5.9% |
| 3M | +10.9% | +23.2% | -12.2% | +0.8% |
| 6M | +20.8% | +21.7% | -1.0% | +9.1% |
| YTD | +48.0% | +38.9% | +9.2% | +23.7% |
| 1Y | +58.5% | +48.7% | +9.9% | +27.8% |
| 3Y | +28.1% | +122.9% | -94.8% | -17.5% |
| 5Y | +120.5% | +177.5% | -57.0% | +20.6% |
| All | +318.0% | +539.9% | -221.9% | +79.7% |
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