+48.7%
MAR vs ALB
-5.3%
+54.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +2.7% |
| 7D | +2.9% | +5.3% | -2.4% | +2.7% |
| 30D | +17.0% | -6.3% | +23.3% | +17.2% |
| 3M | +23.2% | -27.4% | +50.6% | +24.1% |
| 6M | +21.7% | -53.1% | +74.8% | +25.1% |
| YTD | +38.9% | -32.3% | +71.2% | +36.5% |
| 1Y | +48.7% | -7.3% | +56.0% | +40.5% |
| All | +48.7% | -5.3% | +54.0% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling