+3,121.8%
MAR vs BP
+247.2%
+2,874.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.2% | -6.9% | +7.1% | +3.0% |
| 30D | +14.0% | -3.6% | +17.6% | +15.2% |
| 3M | +18.1% | +8.4% | +9.7% | +13.3% |
| 6M | +18.6% | +5.3% | +13.2% | +14.1% |
| YTD | +35.3% | +33.2% | +2.1% | +16.0% |
| 1Y | +44.5% | +28.2% | +16.3% | +25.7% |
| 3Y | +120.7% | +49.2% | +71.5% | +75.7% |
| 5Y | +164.1% | +102.9% | +61.2% | +77.7% |
| 10Y | +515.5% | +127.7% | +387.8% | +273.1% |
| All | +3,121.8% | +247.2% | +2,874.6% | +1,409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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