+123.3%
MAR vs BN
+102.0%
+21.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +1.0% | -2.4% | +3.4% | +2.1% |
| 30D | +16.2% | +13.5% | +2.7% | +9.3% |
| 3M | +23.1% | -5.9% | +29.0% | +26.2% |
| 6M | +22.0% | -8.9% | +30.9% | +26.5% |
| YTD | +39.2% | -7.9% | +47.0% | +42.6% |
| 1Y | +48.3% | -8.3% | +56.5% | +51.9% |
| All | +123.3% | +102.0% | +21.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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