+64.6%
MAR vs BBWI
-44.4%
+109.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -6.9% | -6.2% | -0.7% | -6.0% |
| 3M | -15.8% | +4.3% | -20.2% | -17.1% |
| 6M | +1.9% | -7.2% | +9.1% | +1.9% |
| YTD | +6.6% | -3.0% | +9.6% | +5.3% |
| 1Y | +23.7% | -30.8% | +54.4% | +30.1% |
| 3Y | +64.6% | -43.4% | +108.0% | +78.1% |
| All | +64.6% | -44.4% | +109.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling