+73.2%
MAR vs EXPE
+182.4%
-109.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -4.2% | -9.5% | +5.4% | -1.4% |
| 30D | -6.7% | -6.6% | 0.0% | -5.0% |
| 3M | -12.5% | +31.4% | -43.9% | -19.8% |
| 6M | +0.6% | +35.2% | -34.6% | -9.5% |
| YTD | +9.1% | +5.8% | +3.3% | +5.3% |
| 1Y | +26.2% | +38.7% | -12.5% | +10.2% |
| All | +73.2% | +182.4% | -109.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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