+135.0%
GOOG vs MAR
+151.1%
-16.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | -2.5% | -2.1% | -0.4% | -1.7% |
| 30D | -3.6% | -5.7% | +2.0% | -1.3% |
| 3M | -6.4% | -14.6% | +8.2% | -0.4% |
| 6M | +7.8% | +1.3% | +6.4% | +6.4% |
| YTD | +5.5% | +6.7% | -1.2% | +1.1% |
| 1Y | +38.3% | +26.4% | +11.8% | +21.8% |
| 3Y | +143.1% | +64.7% | +78.4% | +84.3% |
| 5Y | +135.0% | +153.1% | -18.1% | +41.1% |
| All | +135.0% | +151.1% | -16.1% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling