+154.1%
MAR vs EXEL
+194.6%
-40.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -4.7% | +10.1% | -14.8% | -6.3% |
| 3M | -15.6% | +10.1% | -25.7% | -17.2% |
| 6M | +1.2% | +37.7% | -36.5% | -4.9% |
| YTD | +7.5% | +33.1% | -25.6% | +1.4% |
| 1Y | +26.6% | +52.4% | -25.8% | +16.1% |
| 3Y | +66.0% | +163.8% | -97.9% | +32.7% |
| 5Y | +154.1% | +198.5% | -44.4% | +86.4% |
| All | +154.1% | +194.6% | -40.5% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling