+2,947.0%
MAR vs EW
+6,974.1%
-4,027.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -6.7% | +1.0% | -7.7% | -7.0% |
| 3M | -12.5% | +2.8% | -15.3% | -13.3% |
| 6M | +0.6% | +5.5% | -4.9% | -1.2% |
| YTD | +9.1% | +5.5% | +3.7% | +7.1% |
| 1Y | +26.2% | +11.0% | +15.2% | +22.0% |
| 3Y | +68.2% | +17.7% | +50.5% | +55.1% |
| 5Y | +163.9% | -25.7% | +189.7% | +169.2% |
| 10Y | +420.6% | +132.8% | +287.8% | +295.8% |
| All | +2,947.0% | +6,974.1% | -4,027.1% | +1,164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling