+1,011.4%
MAR vs CAPR
-99.1%
+1,110.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.3% |
| 7D | +4.3% | +41.1% | -36.8% | +3.8% |
| 30D | +16.8% | +11.1% | +5.7% | +16.6% |
| 3M | +16.0% | +115.3% | -99.3% | +14.3% |
| 6M | +16.5% | -73.8% | +90.3% | +17.3% |
| YTD | +35.0% | -68.8% | +103.9% | +35.5% |
| 1Y | +49.4% | +43.3% | +6.1% | +41.8% |
| 3Y | +124.1% | +214.7% | -90.6% | +105.1% |
| 5Y | +159.2% | +141.3% | +17.9% | +136.0% |
| 10Y | +553.9% | -67.0% | +621.0% | +468.4% |
| All | +1,011.4% | -99.1% | +1,110.5% | +860.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling