+136.7%
MAR vs COMP
-47.7%
+184.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.2% | +1.4% | -5.5% | -4.3% |
| 30D | -6.7% | -13.3% | +6.7% | -5.2% |
| 3M | -12.5% | +41.1% | -53.6% | -16.3% |
| 6M | +0.6% | +17.2% | -16.6% | -2.6% |
| YTD | +9.1% | +5.2% | +3.9% | +6.5% |
| 1Y | +26.2% | +18.9% | +7.3% | +21.0% |
| 3Y | +68.2% | +215.9% | -147.8% | +38.1% |
| 5Y | +163.9% | -31.2% | +195.1% | +130.8% |
| All | +136.7% | -47.7% | +184.4% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling