+123.3%
MAR vs EXEL
+238.6%
-115.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | +16.2% | +18.2% | -2.0% | +13.8% |
| 3M | +23.1% | +37.7% | -14.7% | +18.1% |
| 6M | +22.0% | +42.2% | -20.3% | +16.3% |
| YTD | +39.2% | +61.3% | -22.1% | +30.2% |
| 1Y | +48.3% | +64.5% | -16.2% | +38.3% |
| All | +123.3% | +238.6% | -115.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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