+158.0%
MAR vs ALB
-61.7%
+219.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +4.3% | +9.1% | -4.8% | +2.7% |
| 30D | +16.8% | -3.4% | +20.2% | +17.4% |
| 3M | +16.0% | -20.6% | +36.6% | +20.3% |
| 6M | +16.5% | -48.2% | +64.6% | +30.1% |
| YTD | +35.0% | -29.2% | +64.3% | +39.0% |
| 1Y | +49.4% | +10.0% | +39.4% | +39.4% |
| 3Y | +124.1% | -12.9% | +137.0% | +101.9% |
| All | +158.0% | -61.7% | +219.7% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling