+3,116.5%
MAR vs ECL
+2,856.8%
+259.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.9% |
| 7D | +4.3% | -0.8% | +5.1% | +4.8% |
| 30D | +16.8% | +8.1% | +8.7% | +11.2% |
| 3M | +16.0% | +6.4% | +9.7% | +11.4% |
| 6M | +16.5% | +14.8% | +1.7% | +6.2% |
| YTD | +35.0% | +15.5% | +19.6% | +22.8% |
| 1Y | +49.4% | +20.1% | +29.3% | +32.5% |
| 3Y | +124.1% | +77.8% | +46.3% | +51.5% |
| 5Y | +159.2% | +37.9% | +121.3% | +101.8% |
| 10Y | +553.9% | +202.7% | +351.3% | +201.1% |
| All | +3,116.5% | +2,856.8% | +259.7% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling