+3,121.8%
MAR vs ALL
+961.1%
+2,160.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.2% | -3.9% | +4.1% | +2.0% |
| 30D | +14.0% | +10.6% | +3.4% | +8.5% |
| 3M | +18.1% | -4.6% | +22.7% | +20.1% |
| 6M | +18.6% | +20.2% | -1.6% | +7.2% |
| YTD | +35.3% | +23.7% | +11.6% | +20.0% |
| 1Y | +44.5% | +27.9% | +16.6% | +26.1% |
| 3Y | +120.7% | +109.2% | +11.6% | +47.9% |
| 5Y | +164.1% | +148.0% | +16.1% | +57.4% |
| 10Y | +515.5% | +363.8% | +151.7% | +169.5% |
| All | +3,121.8% | +961.1% | +2,160.7% | +701.4% |
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