+494.2%
FIX vs MAR
+120.6%
+373.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | +1.6% | +7.8% | +8.4% |
| 30D | -27.8% | +13.8% | -41.6% | -33.2% |
| 3M | -35.6% | +20.3% | -55.8% | -42.5% |
| 6M | -45.2% | +21.3% | -66.5% | -52.3% |
| YTD | +19.5% | +37.2% | -17.7% | -6.1% |
| 1Y | +24.2% | +48.4% | -24.2% | -9.0% |
| 3Y | +494.2% | +120.1% | +374.0% | +220.6% |
| All | +494.2% | +120.6% | +373.5% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling