+498.8%
MAR vs ACM
+132.6%
+366.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | +1.6% | +5.6% | -4.0% | -1.4% |
| 30D | +13.8% | +20.8% | -7.0% | +2.8% |
| 3M | +20.3% | +11.4% | +8.9% | +12.7% |
| 6M | +21.3% | +0.9% | +20.4% | +18.0% |
| YTD | +37.2% | -24.8% | +62.0% | +54.7% |
| 1Y | +48.4% | -46.4% | +94.9% | +102.3% |
| 3Y | +120.1% | -9.2% | +129.4% | +115.3% |
| 5Y | +182.1% | +5.0% | +177.1% | +150.7% |
| All | +498.8% | +132.6% | +366.2% | +239.9% |
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