+8.9%
GE vs MAR
+62.0%
-53.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.9% |
| 7D | +9.4% | +7.7% | +1.7% | +6.3% |
| 30D | +7.5% | +19.4% | -11.8% | +0.3% |
| 3M | -12.5% | +23.3% | -35.9% | -19.5% |
| 6M | +17.8% | +22.8% | -5.1% | +7.8% |
| YTD | +7.4% | +37.8% | -30.4% | -4.5% |
| 1Y | +8.9% | +57.4% | -48.5% | -5.5% |
| All | +8.9% | +62.0% | -53.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling