+3,337.0%
LOW vs MAR
+2,498.9%
+838.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.7% | -4.2% | +2.4% | +0.1% |
| 30D | -7.0% | -6.7% | -0.4% | -4.2% |
| 3M | -0.9% | -12.5% | +11.6% | +4.8% |
| 6M | -20.1% | +0.6% | -20.6% | -20.4% |
| YTD | -13.9% | +9.1% | -23.0% | -17.5% |
| 1Y | -21.1% | +26.2% | -47.3% | -29.4% |
| 3Y | -6.6% | +68.2% | -74.8% | -27.5% |
| 5Y | +9.4% | +163.9% | -154.6% | -32.3% |
| 10Y | +220.5% | +420.6% | -200.1% | +28.6% |
| All | +3,337.0% | +2,498.9% | +838.0% | +407.1% |
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 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