+3,168.2%
MAR vs BN
+6,810.2%
-3,642.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.5% |
| 7D | +1.6% | -1.0% | +2.6% | +2.0% |
| 30D | +13.8% | +14.0% | -0.2% | +6.0% |
| 3M | +20.3% | -9.0% | +29.3% | +25.9% |
| 6M | +21.3% | -8.8% | +30.2% | +26.2% |
| YTD | +37.2% | -10.3% | +47.5% | +43.0% |
| 1Y | +48.4% | -5.8% | +54.3% | +50.7% |
| 3Y | +120.1% | +94.8% | +25.3% | +47.6% |
| 5Y | +182.1% | +31.5% | +150.6% | +128.2% |
| 10Y | +530.2% | +291.9% | +238.3% | +185.1% |
| All | +3,168.2% | +6,810.2% | -3,642.0% | +310.1% |
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