+1,042.8%
MAR vs CAPR
-99.1%
+1,142.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.9% | +12.6% | +2.8% |
| 7D | +2.9% | +7.6% | -4.8% | +2.7% |
| 30D | +17.0% | +13.3% | +3.8% | +16.8% |
| 3M | +23.2% | +130.4% | -107.2% | +21.2% |
| 6M | +21.7% | -70.8% | +92.5% | +22.5% |
| YTD | +38.9% | -69.3% | +108.1% | +39.4% |
| 1Y | +48.7% | +59.5% | -10.9% | +40.8% |
| 3Y | +122.9% | +216.8% | -93.9% | +104.0% |
| 5Y | +177.5% | +152.7% | +24.8% | +152.4% |
| 10Y | +537.5% | -68.2% | +605.8% | +454.3% |
| All | +1,042.8% | -99.1% | +1,142.0% | +887.5% |
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