+158.0%
MAR vs ALK
-34.8%
+192.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +4.3% | +9.0% | -4.7% | +0.9% |
| 30D | +16.8% | -1.6% | +18.5% | +17.0% |
| 3M | +16.0% | -23.2% | +39.2% | +26.6% |
| 6M | +16.5% | -3.9% | +20.3% | +14.6% |
| YTD | +35.0% | -22.6% | +57.6% | +42.1% |
| 1Y | +49.4% | -5.3% | +54.7% | +43.7% |
| 3Y | +124.1% | +18.6% | +105.5% | +71.6% |
| All | +158.0% | -34.8% | +192.7% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling