+2,498.9%
MAR vs ECL
+2,639.1%
-140.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -2.6% | -1.5% | -2.5% |
| 30D | -6.7% | -2.2% | -4.5% | -5.5% |
| 3M | -12.5% | +10.1% | -22.6% | -17.9% |
| 6M | +0.6% | -5.7% | +6.3% | +3.9% |
| YTD | +9.1% | +7.0% | +2.2% | +4.2% |
| 1Y | +26.2% | +2.7% | +23.5% | +23.4% |
| 3Y | +68.2% | +57.7% | +10.4% | +22.5% |
| 5Y | +163.9% | +31.1% | +132.8% | +111.5% |
| 10Y | +420.6% | +150.9% | +269.7% | +170.0% |
| All | +2,498.9% | +2,639.1% | -140.1% | +300.6% |
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