+120.1%
MAR vs CAPR
+239.1%
-119.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | -0.3% |
| 7D | +1.6% | +5.9% | -4.3% | +1.6% |
| 30D | +13.8% | +44.6% | -30.8% | +13.6% |
| 3M | +20.3% | +126.4% | -106.1% | +19.6% |
| 6M | +21.3% | -68.6% | +89.9% | +21.5% |
| YTD | +37.2% | -67.0% | +104.2% | +37.3% |
| 1Y | +48.4% | +65.2% | -16.7% | +45.3% |
| 3Y | +120.1% | +235.6% | -115.4% | +113.2% |
| All | +120.1% | +239.1% | -119.0% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling