+3,777.8%
MAR vs EW
+8,084.4%
-4,306.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.8% |
| 7D | +2.9% | +9.3% | -6.4% | +0.6% |
| 30D | +17.0% | +22.1% | -5.0% | +11.3% |
| 3M | +23.2% | +13.0% | +10.1% | +19.2% |
| 6M | +21.7% | +30.1% | -8.3% | +13.4% |
| YTD | +38.9% | +22.0% | +16.9% | +31.2% |
| 1Y | +48.7% | +23.7% | +25.0% | +39.9% |
| 3Y | +122.9% | +62.0% | +60.9% | +89.5% |
| 5Y | +177.5% | -12.4% | +189.9% | +171.7% |
| 10Y | +537.5% | +236.1% | +301.5% | +347.0% |
| All | +3,777.8% | +8,084.4% | -4,306.6% | +1,448.8% |
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