+3,121.8%
MAR vs ALB
+1,187.7%
+1,934.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | +9.5% | -9.2% | -2.7% |
| 30D | +14.0% | -2.1% | +16.1% | +14.4% |
| 3M | +18.1% | -24.1% | +42.3% | +27.8% |
| 6M | +18.6% | -51.0% | +69.6% | +46.1% |
| YTD | +35.3% | -29.3% | +64.6% | +43.0% |
| 1Y | +44.5% | +3.2% | +41.3% | +33.4% |
| 3Y | +120.7% | -9.3% | +130.0% | +86.8% |
| 5Y | +164.1% | -61.6% | +225.7% | +187.1% |
| 10Y | +515.5% | +40.8% | +474.7% | +250.6% |
| All | +3,121.8% | +1,187.7% | +1,934.1% | +741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling