+230.9%
MAR vs EQX
+232.0%
-1.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -15.5% | +21.3% | -36.8% | -17.0% |
| 6M | +3.0% | -22.4% | +25.4% | +4.3% |
| YTD | +8.5% | -11.3% | +19.8% | +8.2% |
| 1Y | +26.0% | +13.5% | +12.4% | +22.4% |
| 3Y | +68.6% | +162.1% | -93.5% | +47.5% |
| 5Y | +157.4% | +84.2% | +73.2% | +122.7% |
| All | +230.9% | +232.0% | -1.2% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling