+3,207.6%
MAR vs COO
+1,167.9%
+2,039.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | +2.9% | +4.5% | -1.7% | +1.5% |
| 30D | +17.0% | +16.9% | +0.1% | +11.8% |
| 3M | +23.2% | -16.7% | +39.9% | +29.0% |
| 6M | +21.7% | +5.9% | +15.8% | +18.4% |
| YTD | +38.9% | -22.4% | +61.3% | +47.8% |
| 1Y | +48.7% | -10.1% | +58.8% | +51.4% |
| 3Y | +122.9% | -22.8% | +145.7% | +132.2% |
| 5Y | +177.5% | -41.4% | +218.9% | +210.2% |
| 10Y | +537.5% | +41.3% | +496.3% | +456.5% |
| All | +3,207.6% | +1,167.9% | +2,039.6% | +1,404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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