+498.8%
MAR vs CP
+257.3%
+241.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.6% | +2.1% | -0.5% | +0.4% |
| 30D | +13.8% | +9.3% | +4.5% | +8.4% |
| 3M | +20.3% | +0.5% | +19.8% | +19.7% |
| 6M | +21.3% | +10.4% | +10.9% | +14.2% |
| YTD | +37.2% | +28.7% | +8.5% | +18.4% |
| 1Y | +48.4% | +33.2% | +15.3% | +25.7% |
| 3Y | +120.1% | +38.4% | +81.7% | +78.4% |
| 5Y | +182.1% | +26.2% | +155.9% | +135.9% |
| All | +498.8% | +257.3% | +241.5% | +204.6% |
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