+2,498.9%
MAR vs BP
+241.1%
+2,257.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.2% | +3.9% | -8.1% | -5.7% |
| 30D | -6.7% | +7.6% | -14.3% | -9.6% |
| 3M | -12.5% | +0.7% | -13.2% | -13.5% |
| 6M | +0.6% | +15.5% | -14.9% | -7.1% |
| YTD | +9.1% | +30.8% | -21.7% | -5.2% |
| 1Y | +26.2% | +34.3% | -8.1% | +8.1% |
| 3Y | +68.2% | +35.1% | +33.1% | +40.1% |
| 5Y | +163.9% | +126.8% | +37.1% | +69.5% |
| 10Y | +420.6% | +123.4% | +297.2% | +219.6% |
| All | +2,498.9% | +241.1% | +2,257.8% | +1,134.3% |
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