+179.9%
INTC vs MAR
+64.8%
+115.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | +18.0% | -0.5% | +18.5% | +18.2% |
| 30D | +8.9% | -4.7% | +13.6% | +11.6% |
| 3M | -1.6% | -15.6% | +14.0% | +7.8% |
| 6M | +133.1% | +1.2% | +131.9% | +126.0% |
| YTD | +187.9% | +7.5% | +180.4% | +165.2% |
| 1Y | +334.7% | +26.6% | +308.1% | +253.7% |
| All | +179.9% | +64.8% | +115.1% | +78.8% |
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