+177.5%
MAR vs BBWI
-67.3%
+244.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +2.9% | -4.2% | +7.1% | +3.8% |
| 30D | +17.0% | +24.9% | -7.8% | +11.2% |
| 3M | +23.2% | +13.2% | +9.9% | +18.7% |
| 6M | +21.7% | +12.1% | +9.6% | +16.5% |
| YTD | +38.9% | +11.1% | +27.8% | +31.8% |
| 1Y | +48.7% | +0.7% | +48.0% | +42.7% |
| 3Y | +122.9% | -23.8% | +146.7% | +116.7% |
| 5Y | +177.5% | -66.9% | +244.4% | +262.7% |
| All | +177.5% | -67.3% | +244.7% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling