+498.8%
MAR vs ALB
+32.4%
+466.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +1.6% | -5.8% | +7.4% | +2.9% |
| 30D | +13.8% | -4.5% | +18.3% | +14.7% |
| 3M | +20.3% | -28.1% | +48.4% | +28.9% |
| 6M | +21.3% | -53.2% | +74.5% | +42.8% |
| YTD | +37.2% | -33.3% | +70.5% | +44.6% |
| 1Y | +48.4% | -17.4% | +65.9% | +47.6% |
| 3Y | +120.1% | -14.1% | +134.3% | +96.2% |
| 5Y | +182.1% | -64.0% | +246.1% | +212.2% |
| All | +498.8% | +32.4% | +466.4% | +303.9% |
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