+162.4%
MAR vs ALC
+21.6%
+140.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | -1.7% | -3.7% | +1.9% | 0.0% |
| 30D | -6.9% | -3.7% | -3.2% | -5.3% |
| 3M | -15.8% | +4.6% | -20.4% | -18.2% |
| 6M | +1.9% | -14.6% | +16.5% | +8.8% |
| YTD | +6.6% | -11.9% | +18.5% | +11.8% |
| 1Y | +23.7% | -13.1% | +36.8% | +30.3% |
| 3Y | +64.6% | -15.0% | +79.6% | +69.5% |
| 5Y | +156.4% | -16.2% | +172.6% | +159.9% |
| All | +162.4% | +21.6% | +140.9% | +101.4% |
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