+2,455.6%
MAR vs BB
+258.8%
+2,196.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -5.6% | +1.5% | -3.4% |
| 30D | -6.7% | -11.8% | +5.1% | -5.3% |
| 3M | -12.5% | -25.5% | +13.0% | -10.2% |
| 6M | +0.6% | +121.3% | -120.7% | -11.2% |
| YTD | +9.1% | +103.2% | -94.1% | -2.7% |
| 1Y | +26.2% | +102.6% | -76.4% | +12.0% |
| 3Y | +68.2% | +37.5% | +30.7% | +50.7% |
| 5Y | +163.9% | -30.4% | +194.4% | +151.7% |
| 10Y | +420.6% | 0.0% | +420.6% | +320.1% |
| All | +2,455.6% | +258.8% | +2,196.8% | +1,843.3% |
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