+1,200.1%
MAR vs EFV
+258.8%
+941.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | -4.2% | +1.5% | -5.6% | -5.5% |
| 30D | -6.7% | +1.7% | -8.4% | -8.2% |
| 3M | -12.5% | +8.6% | -21.1% | -19.3% |
| 6M | +0.6% | +11.7% | -11.1% | -9.6% |
| YTD | +9.1% | +19.3% | -10.2% | -8.0% |
| 1Y | +26.2% | +30.2% | -4.0% | -2.1% |
| 3Y | +68.2% | +91.6% | -23.4% | -10.3% |
| 5Y | +163.9% | +96.4% | +67.5% | +38.4% |
| 10Y | +420.6% | +166.5% | +254.1% | +111.2% |
| All | +1,200.1% | +258.8% | +941.2% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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