+441.9%
MAR vs ACM
+124.8%
+317.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.4% |
| 7D | -0.5% | -3.7% | +3.2% | +1.4% |
| 30D | -4.7% | -12.7% | +8.0% | +1.3% |
| 3M | -15.6% | -9.8% | -5.8% | -12.4% |
| 6M | +1.2% | -31.4% | +32.6% | +21.0% |
| YTD | +7.5% | -32.1% | +39.6% | +27.9% |
| 1Y | +26.6% | -47.8% | +74.4% | +72.6% |
| 3Y | +66.0% | -22.1% | +88.0% | +77.2% |
| 5Y | +154.1% | +1.8% | +152.3% | +130.7% |
| 10Y | +441.9% | +132.5% | +309.3% | +219.2% |
| All | +441.9% | +124.8% | +317.1% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling