+57.4%
INTC vs MAR
+62.0%
-4.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.0% |
| 7D | -39.0% | +7.7% | -46.7% | -39.8% |
| 30D | -49.8% | +19.4% | -69.2% | -51.5% |
| 3M | -42.2% | +23.3% | -65.6% | -44.7% |
| 6M | -39.2% | +22.8% | -62.0% | -42.3% |
| YTD | +57.9% | +37.8% | +20.1% | +39.3% |
| 1Y | +57.4% | +57.4% | 0.0% | +27.4% |
| All | +57.4% | +62.0% | -4.7% | +27.4% |
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