+123.3%
MAR vs EXE
+20.3%
+102.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | +16.2% | -0.2% | +16.4% | +16.2% |
| 3M | +23.1% | -9.2% | +32.3% | +24.1% |
| 6M | +22.0% | -7.2% | +29.2% | +22.6% |
| YTD | +39.2% | -18.3% | +57.4% | +42.5% |
| 1Y | +48.3% | -23.6% | +71.9% | +54.0% |
| All | +123.3% | +20.3% | +102.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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