+424.9%
MAR vs BAX
-37.2%
+462.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -2.1% | -5.4% | +3.4% | -0.7% |
| 30D | -5.7% | -12.4% | +6.7% | -2.5% |
| 3M | -14.6% | +19.1% | -33.7% | -19.2% |
| 6M | +1.3% | +38.6% | -37.3% | -8.2% |
| YTD | +6.7% | +26.7% | -20.0% | -1.8% |
| 1Y | +26.4% | +1.0% | +25.4% | +22.9% |
| 3Y | +64.7% | -33.9% | +98.6% | +75.0% |
| 5Y | +153.1% | -67.0% | +220.1% | +225.5% |
| All | +424.9% | -37.2% | +462.0% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling