+537.5%
MAR vs CP
+255.2%
+282.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | +2.9% | +2.8% | 0.0% | +1.3% |
| 30D | +17.0% | +11.0% | +6.0% | +10.5% |
| 3M | +23.2% | +3.8% | +19.3% | +20.4% |
| 6M | +21.7% | +9.5% | +12.3% | +15.2% |
| YTD | +38.9% | +28.2% | +10.7% | +20.1% |
| 1Y | +48.7% | +33.0% | +15.7% | +26.0% |
| 3Y | +122.9% | +35.5% | +87.4% | +82.8% |
| 5Y | +177.5% | +25.8% | +151.7% | +132.6% |
| 10Y | +537.5% | +250.7% | +286.8% | +229.6% |
| All | +537.5% | +255.2% | +282.3% | +229.6% |
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