+33.9%
INTC vs MAR
+184.2%
-150.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | +7.3% | +1.0% | +6.2% | +6.8% |
| 30D | -38.3% | +16.2% | -54.5% | -43.1% |
| 3M | -36.0% | +23.1% | -59.1% | -42.9% |
| 6M | -51.7% | +22.0% | -73.7% | -57.2% |
| YTD | +69.4% | +39.2% | +30.2% | +38.3% |
| 1Y | +65.0% | +48.3% | +16.7% | +29.8% |
| 3Y | +63.0% | +123.4% | -60.4% | +1.4% |
| All | +33.9% | +184.2% | -150.3% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling