+120.7%
MAR vs EXPE
+125.5%
-4.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.2% | -13.3% | +13.5% | +3.7% |
| 30D | +14.0% | -5.5% | +19.5% | +14.9% |
| 3M | +18.1% | -16.5% | +34.6% | +22.9% |
| 6M | +18.6% | +13.1% | +5.5% | +12.1% |
| YTD | +35.3% | -8.0% | +43.3% | +34.5% |
| 1Y | +44.5% | +1.1% | +43.4% | +38.7% |
| 3Y | +120.7% | +131.2% | -10.4% | +55.6% |
| All | +120.7% | +125.5% | -4.8% | +55.6% |
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