+498.8%
MAR vs ECL
+197.5%
+301.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -1.3% |
| 7D | +1.6% | +2.9% | -1.3% | -0.2% |
| 30D | +13.8% | +7.5% | +6.3% | +8.7% |
| 3M | +20.3% | +12.2% | +8.0% | +11.8% |
| 6M | +21.3% | +24.6% | -3.2% | +5.3% |
| YTD | +37.2% | +18.8% | +18.4% | +22.8% |
| 1Y | +48.4% | +19.3% | +29.1% | +32.4% |
| 3Y | +120.1% | +78.2% | +41.9% | +48.7% |
| 5Y | +182.1% | +38.8% | +143.3% | +120.2% |
| All | +498.8% | +197.5% | +301.3% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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