+156.4%
MAR vs ACM
+4.8%
+151.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -6.9% | -12.9% | +6.0% | -1.2% |
| 3M | -15.8% | -6.4% | -9.5% | -14.4% |
| 6M | +1.9% | -29.2% | +31.2% | +19.5% |
| YTD | +6.6% | -29.9% | +36.6% | +24.2% |
| 1Y | +23.7% | -47.3% | +70.9% | +68.2% |
| 3Y | +64.6% | -19.6% | +84.2% | +67.6% |
| 5Y | +156.4% | +5.5% | +150.8% | +118.5% |
| All | +156.4% | +4.8% | +151.6% | +118.5% |
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