+2,498.9%
MAR vs BAX
+165.2%
+2,333.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -4.2% | -1.1% | -3.0% | -3.8% |
| 30D | -6.7% | -5.5% | -1.2% | -5.2% |
| 3M | -12.5% | +33.5% | -46.0% | -20.8% |
| 6M | +0.6% | +35.9% | -35.3% | -9.8% |
| YTD | +9.1% | +35.4% | -26.2% | -2.8% |
| 1Y | +26.2% | +9.8% | +16.5% | +19.1% |
| 3Y | +68.2% | -32.7% | +100.9% | +79.4% |
| 5Y | +163.9% | -65.6% | +229.5% | +242.9% |
| 10Y | +420.6% | -34.9% | +455.5% | +427.8% |
| All | +2,498.9% | +165.2% | +2,333.8% | +1,572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling