+1,206.0%
MAR vs EXPE
+851.4%
+354.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -4.2% | -9.5% | +5.4% | -0.4% |
| 30D | -6.7% | -6.6% | 0.0% | -4.5% |
| 3M | -12.5% | +31.4% | -43.9% | -22.0% |
| 6M | +0.6% | +35.2% | -34.6% | -12.5% |
| YTD | +9.1% | +5.8% | +3.3% | +3.2% |
| 1Y | +26.2% | +38.7% | -12.5% | +6.1% |
| 3Y | +68.2% | +175.8% | -107.6% | +2.5% |
| 5Y | +163.9% | +111.8% | +52.1% | +72.4% |
| 10Y | +420.6% | +179.7% | +240.8% | +183.1% |
| All | +1,206.0% | +851.4% | +354.6% | +196.5% |
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