+1,559.3%
COP vs MAR
+2,498.9%
-939.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | -4.2% | +7.1% | +4.5% |
| 30D | +17.5% | -6.7% | +24.2% | +20.2% |
| 3M | +13.4% | -12.5% | +25.8% | +18.0% |
| 6M | +17.7% | +0.6% | +17.2% | +15.7% |
| YTD | +46.6% | +9.1% | +37.5% | +39.1% |
| 1Y | +44.6% | +26.2% | +18.4% | +29.6% |
| 3Y | +20.7% | +68.2% | -47.5% | -4.1% |
| 5Y | +185.0% | +163.9% | +21.1% | +86.7% |
| 10Y | +347.0% | +420.6% | -73.6% | +128.5% |
| All | +1,559.3% | +2,498.9% | -939.6% | +392.6% |
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 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