+137.2%
MAR vs BTDR
+26.7%
+110.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.4% |
| 7D | -1.7% | +22.4% | -24.1% | -2.6% |
| 30D | -6.9% | +16.5% | -23.4% | -7.7% |
| 3M | -15.8% | -31.5% | +15.6% | -14.9% |
| 6M | +1.9% | +74.0% | -72.1% | -1.7% |
| YTD | +6.6% | +13.0% | -6.4% | +4.2% |
| 1Y | +23.7% | -0.2% | +23.9% | +20.2% |
| 3Y | +64.6% | +9.9% | +54.7% | +52.2% |
| 5Y | +156.4% | +28.1% | +128.2% | +140.3% |
| All | +137.2% | +26.7% | +110.5% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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