+185.4%
MAR vs BAX
-63.3%
+248.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +16.2% | +6.3% | +9.9% | +14.4% |
| 3M | +23.1% | -4.6% | +27.6% | +24.0% |
| 6M | +22.0% | +50.4% | -28.4% | +9.3% |
| YTD | +39.2% | +38.0% | +1.1% | +26.1% |
| 1Y | +48.3% | +44.6% | +3.6% | +32.8% |
| 3Y | +123.4% | -15.1% | +138.5% | +122.3% |
| 5Y | +185.4% | -63.3% | +248.7% | +247.0% |
| All | +185.4% | -63.3% | +248.6% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling