+3,116.5%
MAR vs ALL
+965.4%
+2,151.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.9% |
| 7D | +4.3% | -1.9% | +6.2% | +5.2% |
| 30D | +16.8% | +13.8% | +3.0% | +9.7% |
| 3M | +16.0% | -7.0% | +23.0% | +19.5% |
| 6M | +16.5% | +18.0% | -1.6% | +6.2% |
| YTD | +35.0% | +24.2% | +10.8% | +19.6% |
| 1Y | +49.4% | +31.2% | +18.2% | +28.8% |
| 3Y | +124.1% | +107.5% | +16.5% | +50.7% |
| 5Y | +159.2% | +144.8% | +14.4% | +55.5% |
| 10Y | +553.9% | +375.8% | +178.2% | +182.9% |
| All | +3,116.5% | +965.4% | +2,151.1% | +698.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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