+441.9%
MAR vs CP
+224.3%
+217.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -4.7% | -0.5% | -4.2% | -4.5% |
| 3M | -15.6% | +0.1% | -15.7% | -16.0% |
| 6M | +1.2% | +7.8% | -6.6% | -3.4% |
| YTD | +7.5% | +22.9% | -15.4% | -4.7% |
| 1Y | +26.6% | +21.3% | +5.3% | +12.9% |
| 3Y | +66.0% | +20.4% | +45.6% | +45.4% |
| 5Y | +154.1% | +34.9% | +119.2% | +104.8% |
| 10Y | +441.9% | +233.3% | +208.5% | +188.5% |
| All | +441.9% | +224.3% | +217.5% | +188.5% |
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