+126.0%
GOOGL vs MAR
+120.6%
+5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.9% | +1.6% | +2.3% | +3.3% |
| 30D | -14.9% | +13.8% | -28.7% | -18.6% |
| 3M | -14.6% | +20.3% | -34.8% | -19.8% |
| 6M | -26.4% | +21.3% | -47.8% | -31.5% |
| YTD | -5.3% | +37.2% | -42.5% | -16.3% |
| 1Y | +6.5% | +48.4% | -42.0% | -9.0% |
| 3Y | +126.0% | +120.1% | +5.9% | +70.8% |
| All | +126.0% | +120.6% | +5.4% | +70.8% |
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