+26.0%
MAR vs FND
-45.3%
+71.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -0.5% | -5.8% | +5.2% | +1.0% |
| 30D | -5.4% | -20.2% | +14.8% | +0.1% |
| 3M | -15.5% | -12.0% | -3.5% | -13.3% |
| 6M | +3.0% | -18.5% | +21.5% | +7.5% |
| YTD | +8.5% | -22.3% | +30.8% | +14.6% |
| 1Y | +26.0% | -47.6% | +73.6% | +39.4% |
| All | +26.0% | -45.3% | +71.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling