+26.0%
MAR vs BAX
-0.4%
+26.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -0.5% | -7.9% | +7.3% | +0.9% |
| 30D | -5.4% | -11.7% | +6.2% | -3.4% |
| 3M | -15.5% | +16.2% | -31.7% | -19.4% |
| 6M | +3.0% | +32.0% | -29.0% | -5.3% |
| YTD | +8.5% | +24.7% | -16.2% | 0.0% |
| 1Y | +26.0% | -2.6% | +28.6% | +16.7% |
| All | +26.0% | -0.4% | +26.3% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling