+0.6%
MAR vs ALB
-25.5%
+26.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.2% |
| 7D | -4.2% | -8.1% | +3.9% | -4.0% |
| 30D | -6.7% | +6.3% | -12.9% | -6.8% |
| 3M | -12.5% | -23.6% | +11.1% | -11.3% |
| 6M | +0.6% | -24.6% | +25.2% | -1.6% |
| All | +0.6% | -25.5% | +26.0% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling