+156.4%
MAR vs BN
+35.3%
+121.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.1% |
| 30D | -6.9% | -10.9% | +4.0% | -1.3% |
| 3M | -15.8% | -11.1% | -4.8% | -10.9% |
| 6M | +1.9% | -4.4% | +6.3% | +3.4% |
| YTD | +6.6% | -14.1% | +20.7% | +13.9% |
| 1Y | +23.7% | -11.1% | +34.7% | +29.0% |
| 3Y | +64.6% | +75.6% | -11.0% | +15.7% |
| 5Y | +156.4% | +35.8% | +120.6% | +111.9% |
| All | +156.4% | +35.3% | +121.0% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling