+3,116.5%
MAR vs CP
+4,488.5%
-1,372.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +4.3% | +2.8% | +1.5% | +2.9% |
| 30D | +16.8% | +10.2% | +6.6% | +11.2% |
| 3M | +16.0% | +2.4% | +13.7% | +14.4% |
| 6M | +16.5% | +7.7% | +8.8% | +11.6% |
| YTD | +35.0% | +26.0% | +9.1% | +19.3% |
| 1Y | +49.4% | +34.6% | +14.7% | +27.6% |
| 3Y | +124.1% | +26.7% | +97.4% | +94.1% |
| 5Y | +159.2% | +24.9% | +134.3% | +123.1% |
| 10Y | +553.9% | +258.6% | +295.3% | +225.2% |
| All | +3,116.5% | +4,488.5% | -1,372.1% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling