+57.4%
MAR vs BBY
+33.0%
+24.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -5.9% | +0.4% |
| 7D | +7.7% | +4.5% | +3.2% | +6.6% |
| 30D | +19.4% | +16.0% | +3.4% | +15.4% |
| 3M | +23.3% | +18.6% | +4.7% | +18.3% |
| 6M | +22.8% | +80.1% | -57.2% | +3.7% |
| YTD | +37.8% | +57.4% | -19.7% | +22.3% |
| 1Y | +57.4% | +34.5% | +22.9% | +51.9% |
| All | +57.4% | +33.0% | +24.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling