+415.4%
MAR vs CAPR
-77.1%
+492.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.2% |
| 7D | -1.7% | -9.5% | +7.8% | -1.5% |
| 30D | -6.9% | +121.5% | -128.4% | -8.8% |
| 3M | -15.8% | -65.4% | +49.5% | -15.2% |
| 6M | +1.9% | -67.5% | +69.5% | +2.7% |
| YTD | +6.6% | -68.6% | +75.2% | +7.3% |
| 1Y | +23.7% | +42.7% | -19.0% | +14.4% |
| 3Y | +64.6% | +43.4% | +21.2% | +45.2% |
| 5Y | +156.4% | +86.0% | +70.3% | +119.6% |
| 10Y | +415.4% | -77.4% | +492.8% | +309.3% |
| All | +415.4% | -77.1% | +492.5% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling