+801.3%
INTC vs MAR
+2,498.9%
-1,697.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | -4.2% | +11.2% | +9.0% |
| 30D | -5.2% | -6.7% | +1.5% | -2.5% |
| 3M | -14.3% | -12.5% | -1.8% | -10.0% |
| 6M | +110.2% | +0.6% | +109.6% | +108.4% |
| YTD | +159.6% | +9.1% | +150.5% | +147.4% |
| 1Y | +289.3% | +26.2% | +263.1% | +247.3% |
| 3Y | +166.1% | +68.2% | +97.9% | +110.9% |
| 5Y | +94.4% | +163.9% | -69.5% | +25.6% |
| 10Y | +227.7% | +420.6% | -192.9% | +44.9% |
| All | +801.3% | +2,498.9% | -1,697.6% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling