+64.6%
MAR vs BAX
-32.5%
+97.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.5% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -6.9% | -9.7% | +2.8% | -4.9% |
| 3M | -15.8% | +29.3% | -45.1% | -21.5% |
| 6M | +1.9% | +40.7% | -38.7% | -7.2% |
| YTD | +6.6% | +30.3% | -23.7% | -1.9% |
| 1Y | +23.7% | +3.4% | +20.3% | +19.3% |
| 3Y | +64.6% | -32.0% | +96.6% | +72.6% |
| All | +64.6% | -32.5% | +97.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling