+120.1%
MAR vs CP
+36.4%
+83.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +13.8% | +9.3% | +4.5% | +9.2% |
| 3M | +20.3% | +0.5% | +19.8% | +19.8% |
| 6M | +21.3% | +10.4% | +10.9% | +15.2% |
| YTD | +37.2% | +28.7% | +8.5% | +20.6% |
| 1Y | +48.4% | +33.2% | +15.3% | +28.3% |
| 3Y | +120.1% | +38.4% | +81.7% | +82.8% |
| All | +120.1% | +36.4% | +83.7% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling