+120.9%
MAR vs CAG
-37.1%
+158.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +1.8% | -6.2% | +8.0% | +2.4% |
| 30D | +14.3% | +7.4% | +6.9% | +13.3% |
| 3M | +20.0% | -1.6% | +21.6% | +20.0% |
| 6M | +21.7% | +6.3% | +15.4% | +20.5% |
| YTD | +37.7% | -10.1% | +47.8% | +38.1% |
| 1Y | +46.8% | -10.2% | +57.1% | +47.3% |
| All | +120.9% | -37.1% | +158.0% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling