+740.7%
GOOGL vs MAR
+441.6%
+299.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.8% | -2.1% | -0.7% | -2.1% |
| 30D | -3.2% | -5.7% | +2.5% | -1.3% |
| 3M | -6.6% | -14.6% | +8.0% | -1.7% |
| 6M | +8.5% | +1.3% | +7.1% | +7.4% |
| YTD | +6.5% | +6.7% | -0.2% | +3.1% |
| 1Y | +39.4% | +26.4% | +13.0% | +26.6% |
| 3Y | +146.2% | +64.7% | +81.5% | +101.4% |
| 5Y | +138.3% | +153.1% | -14.7% | +67.2% |
| All | +740.7% | +441.6% | +299.0% | +397.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling