+1,135.4%
MAR vs ACM
+233.3%
+902.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +16.0% | -10.5% | +26.5% | +20.8% |
| 6M | +16.5% | -19.7% | +36.2% | +26.4% |
| YTD | +35.0% | -28.8% | +63.9% | +54.0% |
| 1Y | +49.4% | -47.9% | +97.2% | +96.9% |
| 3Y | +124.1% | -12.4% | +136.4% | +126.5% |
| 5Y | +159.2% | +0.6% | +158.6% | +144.3% |
| 10Y | +553.9% | +161.3% | +392.7% | +274.8% |
| All | +1,135.4% | +233.3% | +902.1% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling