+539.2%
MAR vs CP
+251.7%
+287.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +16.2% | +9.6% | +6.6% | +10.5% |
| 3M | +23.1% | +2.2% | +20.8% | +21.3% |
| 6M | +22.0% | +11.1% | +10.9% | +14.4% |
| YTD | +39.2% | +28.2% | +11.0% | +20.4% |
| 1Y | +48.3% | +32.2% | +16.1% | +26.0% |
| 3Y | +123.4% | +35.5% | +87.9% | +83.2% |
| 5Y | +185.4% | +26.8% | +158.6% | +138.1% |
| 10Y | +539.2% | +256.9% | +282.2% | +229.9% |
| All | +539.2% | +251.7% | +287.5% | +229.9% |
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