+1,519.0%
MAR vs EXPE
+727.3%
+791.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.2% | -13.3% | +13.5% | +5.0% |
| 30D | +14.0% | -5.5% | +19.5% | +15.3% |
| 3M | +18.1% | -16.5% | +34.6% | +24.5% |
| 6M | +18.6% | +13.1% | +5.5% | +10.3% |
| YTD | +35.3% | -8.0% | +43.3% | +33.0% |
| 1Y | +44.5% | +1.1% | +43.4% | +36.5% |
| 3Y | +120.7% | +131.2% | -10.4% | +43.2% |
| 5Y | +164.1% | +39.8% | +124.3% | +100.6% |
| 10Y | +515.5% | +118.5% | +397.0% | +261.5% |
| All | +1,519.0% | +727.3% | +791.7% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling