+2,498.9%
MAR vs EXC
+1,443.3%
+1,055.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -6.7% | -3.7% | -2.9% | -5.4% |
| 3M | -12.5% | -1.3% | -11.2% | -12.2% |
| 6M | +0.6% | -9.7% | +10.3% | +4.0% |
| YTD | +9.1% | +2.9% | +6.2% | +7.2% |
| 1Y | +26.2% | +4.4% | +21.8% | +23.1% |
| 3Y | +68.2% | +22.2% | +45.9% | +51.1% |
| 5Y | +163.9% | +46.7% | +117.2% | +118.0% |
| 10Y | +420.6% | +155.3% | +265.2% | +238.1% |
| All | +2,498.9% | +1,443.3% | +1,055.6% | +1,250.8% |
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