+154.1%
MAR vs BEN
+40.0%
+114.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.5% |
| 7D | -0.5% | +3.4% | -3.8% | -1.9% |
| 30D | -4.7% | +1.8% | -6.5% | -5.4% |
| 3M | -15.6% | +8.4% | -24.0% | -18.9% |
| 6M | +1.2% | +35.6% | -34.4% | -12.4% |
| YTD | +7.5% | +46.4% | -38.9% | -10.2% |
| 1Y | +26.6% | +46.3% | -19.7% | +5.4% |
| 3Y | +66.0% | +54.6% | +11.3% | +30.7% |
| 5Y | +154.1% | +39.4% | +114.7% | +104.4% |
| All | +154.1% | +40.0% | +114.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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