+537.5%
MAR vs ALK
-39.7%
+577.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +2.9% | +12.9% | -10.1% | -2.8% |
| 30D | +17.0% | +5.5% | +11.5% | +13.4% |
| 3M | +23.2% | -12.1% | +35.3% | +28.6% |
| 6M | +21.7% | +1.7% | +20.0% | +16.4% |
| YTD | +38.9% | -17.4% | +56.3% | +42.8% |
| 1Y | +48.7% | -1.9% | +50.6% | +40.0% |
| 3Y | +122.9% | +21.2% | +101.7% | +70.8% |
| 5Y | +177.5% | -27.8% | +205.3% | +172.8% |
| 10Y | +537.5% | -41.0% | +578.6% | +445.0% |
| All | +537.5% | -39.7% | +577.3% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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