+3,113.7%
MAR vs BB
+314.8%
+2,798.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.3% |
| 30D | +13.8% | +8.1% | +5.7% | +12.3% |
| 3M | +20.3% | -1.0% | +21.3% | +19.6% |
| 6M | +21.3% | +45.9% | -24.6% | +13.0% |
| YTD | +37.2% | +134.8% | -97.6% | +19.5% |
| 1Y | +48.4% | +104.6% | -56.1% | +31.2% |
| 3Y | +120.1% | +152.8% | -32.7% | +82.4% |
| 5Y | +182.1% | -17.4% | +199.5% | +162.8% |
| 10Y | +530.2% | +22.4% | +507.8% | +393.4% |
| All | +3,113.7% | +314.8% | +2,798.9% | +2,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling