+515.5%
MAR vs CP
+261.0%
+254.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.9% |
| 7D | +0.2% | +2.8% | -2.6% | -1.3% |
| 30D | +14.0% | +11.3% | +2.7% | +7.5% |
| 3M | +18.1% | +2.9% | +15.3% | +16.1% |
| 6M | +18.6% | +9.8% | +8.8% | +12.0% |
| YTD | +35.3% | +28.5% | +6.7% | +16.8% |
| 1Y | +44.5% | +33.5% | +11.0% | +22.2% |
| 3Y | +120.7% | +31.9% | +88.8% | +83.7% |
| 5Y | +164.1% | +25.5% | +138.6% | +121.8% |
| 10Y | +515.5% | +257.6% | +257.9% | +219.3% |
| All | +515.5% | +261.0% | +254.5% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling