+3,844.2%
MAR vs EXEL
+347.1%
+3,497.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | +23.1% | +37.7% | -14.7% | +17.3% |
| 6M | +22.0% | +42.2% | -20.3% | +15.4% |
| YTD | +39.2% | +61.3% | -22.1% | +28.9% |
| 1Y | +48.3% | +64.5% | -16.2% | +36.9% |
| 3Y | +123.4% | +236.7% | -113.3% | +82.3% |
| 5Y | +185.4% | +296.3% | -110.9% | +125.3% |
| 10Y | +539.2% | +331.1% | +208.1% | +364.4% |
| All | +3,844.2% | +347.1% | +3,497.0% | +1,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling