+243.2%
INTC vs MAR
+441.6%
-198.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.3% |
| 7D | +9.4% | -2.1% | +11.5% | +10.3% |
| 30D | +2.7% | -5.7% | +8.3% | +4.9% |
| 3M | -6.3% | -14.6% | +8.3% | -0.7% |
| 6M | +114.5% | +1.3% | +113.1% | +111.6% |
| YTD | +171.9% | +6.7% | +165.2% | +161.4% |
| 1Y | +305.0% | +26.4% | +278.6% | +261.9% |
| 3Y | +168.3% | +64.7% | +103.6% | +116.9% |
| 5Y | +102.3% | +153.1% | -50.8% | +38.7% |
| All | +243.2% | +441.6% | -198.5% | +98.1% |
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 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