+2,754.1%
MAR vs BLK
+12,905.6%
-10,151.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.8% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | -4.7% | -4.8% | +0.1% | -2.5% |
| 3M | -15.6% | +6.5% | -22.1% | -18.5% |
| 6M | +1.2% | +13.2% | -11.9% | -5.3% |
| YTD | +7.5% | +1.8% | +5.7% | +5.4% |
| 1Y | +26.6% | -1.0% | +27.6% | +25.6% |
| 3Y | +66.0% | +66.0% | 0.0% | +28.3% |
| 5Y | +154.1% | +31.2% | +122.9% | +116.1% |
| 10Y | +441.9% | +278.5% | +163.3% | +177.4% |
| All | +2,754.1% | +12,905.6% | -10,151.5% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling