+2,725.2%
MAR vs A
+457.0%
+2,268.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -4.2% | -1.9% | -2.2% | -3.6% |
| 30D | -6.7% | +6.9% | -13.6% | -8.7% |
| 3M | -12.5% | +9.2% | -21.7% | -15.2% |
| 6M | +0.6% | +25.7% | -25.1% | -7.1% |
| YTD | +9.1% | +11.5% | -2.4% | +4.3% |
| 1Y | +26.2% | +18.4% | +7.8% | +18.2% |
| 3Y | +68.2% | +26.6% | +41.5% | +52.1% |
| 5Y | +163.9% | -12.8% | +176.7% | +163.4% |
| 10Y | +420.6% | +247.2% | +173.4% | +245.7% |
| All | +2,725.2% | +457.0% | +2,268.1% | +1,298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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