+111.9%
INTC vs MAR
+529.3%
-417.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +6.0% | +1.6% | +4.4% | +5.3% |
| 30D | -39.2% | +13.8% | -53.0% | -42.4% |
| 3M | -42.9% | +20.3% | -63.2% | -47.3% |
| 6M | -50.4% | +21.3% | -71.7% | -54.7% |
| YTD | +61.7% | +37.2% | +24.5% | +39.9% |
| 1Y | +66.1% | +48.4% | +17.7% | +39.1% |
| 3Y | +58.1% | +120.1% | -62.0% | +13.5% |
| 5Y | +27.9% | +182.1% | -154.2% | -17.2% |
| All | +111.9% | +529.3% | -417.3% | +17.3% |
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 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