+110.7%
COP vs MAR
+158.9%
-48.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | +0.3% | +14.0% | -13.7% | -2.8% |
| 3M | +15.1% | +18.1% | -3.0% | +10.5% |
| 6M | +19.8% | +18.6% | +1.2% | +14.1% |
| YTD | +46.8% | +35.3% | +11.6% | +33.0% |
| 1Y | +59.7% | +44.5% | +15.3% | +41.4% |
| 3Y | +28.7% | +120.7% | -92.0% | -2.4% |
| 5Y | +110.7% | +164.1% | -53.4% | +46.2% |
| All | +110.7% | +158.9% | -48.2% | +46.2% |
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