+57.4%
MAR vs BB
+88.0%
-30.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -4.9% | +1.9% |
| 7D | +7.7% | -6.8% | +14.5% | +7.9% |
| 30D | +19.4% | -3.5% | +22.9% | +19.4% |
| 3M | +23.3% | -1.2% | +24.6% | +23.3% |
| 6M | +22.8% | +57.0% | -34.1% | +18.0% |
| YTD | +37.8% | +131.1% | -93.4% | +23.9% |
| 1Y | +57.4% | +87.6% | -30.2% | +42.9% |
| All | +57.4% | +88.0% | -30.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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