+433.8%
MAR vs BLK
+283.5%
+150.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.8% |
| 7D | -0.5% | -3.3% | +2.8% | +1.3% |
| 30D | -5.4% | -6.5% | +1.1% | -1.8% |
| 3M | -15.5% | +6.7% | -22.2% | -19.1% |
| 6M | +3.0% | +14.7% | -11.8% | -5.8% |
| YTD | +8.5% | +2.5% | +6.0% | +5.4% |
| 1Y | +26.0% | -2.8% | +28.7% | +25.8% |
| 3Y | +68.6% | +65.9% | +2.7% | +22.4% |
| 5Y | +157.4% | +33.0% | +124.4% | +107.3% |
| All | +433.8% | +283.5% | +150.3% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling