+158.0%
MAR vs ACM
-2.7%
+160.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.3% | +5.4% | -1.1% | +1.8% |
| 30D | +16.8% | +15.1% | +1.7% | +9.5% |
| 3M | +16.0% | -10.5% | +26.5% | +21.2% |
| 6M | +16.5% | -19.7% | +36.2% | +27.6% |
| YTD | +35.0% | -28.8% | +63.9% | +56.1% |
| 1Y | +49.4% | -47.9% | +97.2% | +106.9% |
| 3Y | +124.1% | -12.4% | +136.4% | +113.9% |
| All | +158.0% | -2.7% | +160.7% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling