+149.4%
MAR vs EQX
+83.7%
+65.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | -5.4% | +7.8% | -13.2% | -5.9% |
| 3M | -15.5% | +21.3% | -36.8% | -16.7% |
| 6M | +3.0% | -22.4% | +25.4% | +4.0% |
| YTD | +8.5% | -11.3% | +19.8% | +8.2% |
| 1Y | +26.0% | +13.5% | +12.4% | +22.9% |
| 3Y | +68.6% | +162.1% | -93.5% | +49.8% |
| All | +149.4% | +83.7% | +65.7% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 5y: compounded portfolio wealth divided by compounded EQX 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…
5y analysis · Full analysis span regression · 6 months rolling