+3,121.8%
MAR vs EXC
+1,514.4%
+1,607.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | +14.0% | +9.3% | +4.7% | +10.2% |
| 3M | +18.1% | +1.0% | +17.1% | +17.4% |
| 6M | +18.6% | +5.9% | +12.6% | +15.6% |
| YTD | +35.3% | +7.6% | +27.6% | +30.4% |
| 1Y | +44.5% | +2.4% | +42.1% | +41.8% |
| 3Y | +120.7% | +30.2% | +90.5% | +93.7% |
| 5Y | +164.1% | +41.4% | +122.7% | +121.6% |
| 10Y | +515.5% | +183.8% | +331.7% | +284.2% |
| All | +3,121.8% | +1,514.4% | +1,607.4% | +1,543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling