+441.9%
MAR vs ALB
+80.1%
+361.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.5% |
| 7D | -0.5% | -8.6% | +8.1% | +1.5% |
| 30D | -4.7% | -4.0% | -0.6% | -4.0% |
| 3M | -15.6% | -17.4% | +1.8% | -12.4% |
| 6M | +1.2% | -25.4% | +26.6% | +6.1% |
| YTD | +7.5% | -10.5% | +18.0% | +6.4% |
| 1Y | +26.6% | +75.8% | -49.2% | +3.7% |
| 3Y | +66.0% | -28.5% | +94.5% | +60.5% |
| 5Y | +154.1% | -45.1% | +199.2% | +152.1% |
| 10Y | +441.9% | +87.3% | +354.5% | +254.0% |
| All | +441.9% | +80.1% | +361.8% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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