+433.8%
MAR vs EXC
+158.0%
+275.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -5.4% | -3.6% | -1.8% | -4.1% |
| 3M | -15.5% | -4.3% | -11.2% | -14.3% |
| 6M | +3.0% | -9.9% | +12.9% | +6.6% |
| YTD | +8.5% | +1.8% | +6.8% | +6.9% |
| 1Y | +26.0% | +2.9% | +23.1% | +23.4% |
| 3Y | +68.6% | +19.1% | +49.5% | +52.3% |
| 5Y | +157.4% | +44.8% | +112.5% | +109.0% |
| All | +433.8% | +158.0% | +275.9% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling