+424.9%
MAR vs BB
-0.1%
+425.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -5.7% | -16.0% | +10.4% | -3.4% |
| 3M | -14.6% | -14.5% | -0.1% | -13.9% |
| 6M | +1.3% | +118.6% | -117.2% | -13.2% |
| YTD | +6.7% | +98.9% | -92.2% | -7.3% |
| 1Y | +26.4% | +99.5% | -73.0% | +9.0% |
| 3Y | +64.7% | +65.4% | -0.6% | +39.5% |
| 5Y | +153.1% | -27.6% | +180.7% | +136.1% |
| All | +424.9% | -0.1% | +425.0% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling