+64.6%
MAR vs EXC
+21.1%
+43.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -1.7% | +1.2% | -3.0% | -1.8% |
| 30D | -6.9% | -2.7% | -4.2% | -6.8% |
| 3M | -15.8% | -1.0% | -14.9% | -15.8% |
| 6M | +1.9% | -9.3% | +11.2% | +2.2% |
| YTD | +6.6% | +3.6% | +3.0% | +6.3% |
| 1Y | +23.7% | +5.9% | +17.8% | +23.3% |
| 3Y | +64.6% | +21.3% | +43.3% | +61.9% |
| All | +64.6% | +21.1% | +43.5% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling