+120.1%
MAR vs EW
+62.8%
+57.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +1.6% | +4.9% | -3.3% | +0.8% |
| 30D | +13.8% | +23.9% | -10.1% | +10.0% |
| 3M | +20.3% | +15.8% | +4.5% | +17.5% |
| 6M | +21.3% | +31.7% | -10.3% | +15.8% |
| YTD | +37.2% | +25.7% | +11.5% | +31.8% |
| 1Y | +48.4% | +24.4% | +24.0% | +42.8% |
| 3Y | +120.1% | +65.9% | +54.3% | +92.6% |
| All | +120.1% | +62.8% | +57.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling