+2,439.3%
MAR vs BBY
+2,138.0%
+301.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.7% | +8.1% | -9.8% | -3.8% |
| 30D | -6.9% | +8.9% | -15.8% | -9.2% |
| 3M | -15.8% | +22.0% | -37.9% | -20.5% |
| 6M | +1.9% | +37.8% | -35.9% | -7.4% |
| YTD | +6.6% | +37.3% | -30.7% | -3.2% |
| 1Y | +23.7% | +21.6% | +2.1% | +15.5% |
| 3Y | +64.6% | +41.5% | +23.1% | +44.0% |
| 5Y | +156.4% | +1.2% | +155.1% | +139.4% |
| 10Y | +415.4% | +237.8% | +177.6% | +239.2% |
| All | +2,439.3% | +2,138.0% | +301.3% | +957.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling