+13,447.0%
GOOG vs MAR
+1,762.5%
+11,684.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +1.1% | -1.7% | +2.8% | +1.7% |
| 30D | -5.1% | -6.9% | +1.9% | -2.5% |
| 3M | -7.1% | -15.8% | +8.7% | -1.2% |
| 6M | +12.7% | +1.9% | +10.7% | +11.3% |
| YTD | +7.1% | +6.6% | +0.5% | +3.5% |
| 1Y | +43.6% | +23.7% | +19.9% | +30.5% |
| 3Y | +146.8% | +64.6% | +82.2% | +98.6% |
| 5Y | +133.7% | +156.4% | -22.7% | +56.6% |
| 10Y | +773.3% | +415.4% | +358.0% | +306.0% |
| All | +13,447.0% | +1,762.5% | +11,684.5% | +3,062.3% |
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