+183.1%
MAR vs ALLE
+52.7%
+130.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | +1.8% | +1.6% | +0.2% | +1.0% |
| 30D | +14.3% | +24.1% | -9.8% | +3.2% |
| 3M | +20.0% | +14.8% | +5.2% | +12.2% |
| 6M | +21.7% | +45.9% | -24.1% | +0.6% |
| YTD | +37.7% | +20.7% | +16.9% | +23.8% |
| 1Y | +46.8% | +14.2% | +32.6% | +36.0% |
| 3Y | +121.0% | +90.7% | +30.3% | +53.0% |
| 5Y | +183.1% | +50.6% | +132.5% | +127.9% |
| All | +183.1% | +52.7% | +130.3% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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