+3,179.7%
MAR vs BBWI
+534.7%
+2,645.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.1% |
| 7D | +1.8% | -4.5% | +6.3% | +3.3% |
| 30D | +14.3% | +17.1% | -2.8% | +8.1% |
| 3M | +20.0% | +17.5% | +2.5% | +12.2% |
| 6M | +21.7% | +12.8% | +8.9% | +13.5% |
| YTD | +37.7% | +8.2% | +29.5% | +28.1% |
| 1Y | +46.8% | -1.8% | +48.6% | +38.1% |
| 3Y | +121.0% | -25.8% | +146.8% | +112.8% |
| 5Y | +183.1% | -68.0% | +251.1% | +244.1% |
| 10Y | +532.4% | -47.6% | +580.0% | +406.7% |
| All | +3,179.7% | +534.7% | +2,645.1% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling