+798.0%
MAR vs CAPR
-99.1%
+897.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | -6.7% | +139.2% | -145.9% | -8.1% |
| 3M | -12.5% | -66.4% | +53.9% | -12.0% |
| 6M | +0.6% | -63.1% | +63.7% | +0.9% |
| YTD | +9.1% | -67.4% | +76.5% | +9.6% |
| 1Y | +26.2% | +58.2% | -32.0% | +19.6% |
| 3Y | +68.2% | +42.2% | +25.9% | +56.0% |
| 5Y | +163.9% | +87.3% | +76.7% | +141.5% |
| 10Y | +420.6% | -75.3% | +495.8% | +353.3% |
| All | +798.0% | -99.1% | +897.1% | +676.3% |
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