+715.4%
MAR vs ALLE
+260.9%
+454.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -4.2% | -0.2% | -3.9% | -4.0% |
| 30D | -6.7% | -6.8% | +0.1% | -3.1% |
| 3M | -12.5% | +21.0% | -33.5% | -21.9% |
| 6M | +0.6% | +1.1% | -0.5% | -1.3% |
| YTD | +9.1% | -0.5% | +9.7% | +7.3% |
| 1Y | +26.2% | -7.3% | +33.5% | +29.0% |
| 3Y | +68.2% | +42.3% | +25.9% | +32.3% |
| 5Y | +163.9% | +13.5% | +150.5% | +130.6% |
| 10Y | +420.6% | +144.0% | +276.5% | +193.3% |
| All | +715.4% | +260.9% | +454.5% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling