+120.7%
MAR vs COMP
+431.5%
-310.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.5% |
| 7D | +0.2% | +14.5% | -14.3% | -1.5% |
| 30D | +14.0% | +14.9% | -0.9% | +11.9% |
| 3M | +18.1% | -14.2% | +32.3% | +19.6% |
| 6M | +18.6% | +23.7% | -5.1% | +14.5% |
| YTD | +35.3% | +2.1% | +33.2% | +31.8% |
| 1Y | +44.5% | +26.2% | +18.3% | +37.3% |
| 3Y | +120.7% | +470.9% | -350.2% | +79.7% |
| All | +120.7% | +431.5% | -310.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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