+1,561.9%
COP vs MAR
+3,121.8%
-1,559.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +15.1% | +18.1% | -3.0% | +8.1% |
| 6M | +19.8% | +18.6% | +1.2% | +11.5% |
| YTD | +46.8% | +35.3% | +11.6% | +28.7% |
| 1Y | +59.7% | +44.5% | +15.3% | +36.5% |
| 3Y | +28.7% | +120.7% | -92.0% | -7.2% |
| 5Y | +110.7% | +164.1% | -53.4% | +38.2% |
| 10Y | +298.3% | +515.5% | -217.2% | +91.0% |
| All | +1,561.9% | +3,121.8% | -1,559.9% | +355.9% |
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