+2,498.9%
MAR vs BN
+6,686.4%
-4,187.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -4.2% | -2.5% | -1.7% | -2.9% |
| 30D | -6.7% | -9.5% | +2.8% | -1.7% |
| 3M | -12.5% | -10.4% | -2.1% | -7.6% |
| 6M | +0.6% | -6.4% | +6.9% | +3.3% |
| YTD | +9.1% | -11.9% | +21.0% | +15.2% |
| 1Y | +26.2% | -8.6% | +34.8% | +30.1% |
| 3Y | +68.2% | +77.6% | -9.4% | +18.2% |
| 5Y | +163.9% | +37.0% | +126.9% | +109.0% |
| 10Y | +420.6% | +266.4% | +154.2% | +144.2% |
| All | +2,498.9% | +6,686.4% | -4,187.4% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling