+237.8%
MAR vs ALC
+30.4%
+207.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -1.9% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | +13.8% | +16.0% | -2.2% | +5.7% |
| 3M | +20.3% | +0.8% | +19.5% | +19.3% |
| 6M | +21.3% | +16.8% | +4.5% | +11.2% |
| YTD | +37.2% | -5.5% | +42.7% | +38.6% |
| 1Y | +48.4% | -5.3% | +53.7% | +49.7% |
| 3Y | +120.1% | +4.1% | +116.0% | +102.4% |
| 5Y | +182.1% | -7.1% | +189.1% | +171.1% |
| All | +237.8% | +30.4% | +207.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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