+48.4%
MAR vs ECL
+19.9%
+28.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -1.4% |
| 7D | +1.6% | +2.9% | -1.3% | -0.2% |
| 30D | +13.8% | +7.5% | +6.3% | +8.5% |
| 3M | +20.3% | +12.2% | +8.0% | +11.4% |
| 6M | +21.3% | +24.6% | -3.2% | +2.9% |
| YTD | +37.2% | +18.8% | +18.4% | +21.1% |
| 1Y | +48.4% | +19.3% | +29.1% | +30.4% |
| All | +48.4% | +19.9% | +28.5% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling