+68.6%
MAR vs BBY
+42.8%
+25.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -5.4% | +9.4% | -14.8% | -7.9% |
| 3M | -15.5% | +19.3% | -34.8% | -19.9% |
| 6M | +3.0% | +47.9% | -45.0% | -9.0% |
| YTD | +8.5% | +39.6% | -31.0% | -2.6% |
| 1Y | +26.0% | +22.2% | +3.8% | +17.2% |
| 3Y | +68.6% | +45.0% | +23.6% | +45.5% |
| All | +68.6% | +42.8% | +25.8% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling