+1,575.7%
COP vs MAR
+3,207.6%
-1,631.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | -0.1% |
| 7D | -6.1% | +2.9% | -9.0% | -7.1% |
| 30D | +1.1% | +17.0% | -15.9% | -4.6% |
| 3M | +10.9% | +23.2% | -12.2% | +2.7% |
| 6M | +20.8% | +21.7% | -1.0% | +11.4% |
| YTD | +48.0% | +38.9% | +9.2% | +28.6% |
| 1Y | +58.5% | +48.7% | +9.9% | +34.1% |
| 3Y | +28.1% | +122.9% | -94.8% | -7.9% |
| 5Y | +120.5% | +177.5% | -57.0% | +42.1% |
| 10Y | +310.1% | +537.5% | -227.4% | +94.3% |
| All | +1,575.7% | +3,207.6% | -1,631.8% | +355.5% |
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