+340.2%
COP vs MAR
+419.7%
-79.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +11.7% | -4.7% | +16.4% | +13.9% |
| 3M | +17.7% | -15.6% | +33.3% | +25.8% |
| 6M | +18.3% | +1.2% | +17.1% | +15.1% |
| YTD | +49.1% | +7.5% | +41.6% | +39.8% |
| 1Y | +53.3% | +26.6% | +26.7% | +32.0% |
| 3Y | +22.2% | +66.0% | -43.8% | -10.3% |
| 5Y | +193.3% | +154.1% | +39.2% | +63.4% |
| 10Y | +340.2% | +441.9% | -101.6% | +80.3% |
| All | +340.2% | +419.7% | -79.5% | +80.3% |
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