+379.6%
MAR vs FND
+57.9%
+321.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.3% |
| 7D | +1.6% | -6.8% | +8.4% | +3.6% |
| 30D | +13.8% | +8.0% | +5.8% | +10.6% |
| 3M | +20.3% | -18.9% | +39.2% | +27.0% |
| 6M | +21.3% | +4.7% | +16.6% | +17.3% |
| YTD | +37.2% | -21.6% | +58.8% | +43.4% |
| 1Y | +48.4% | -22.0% | +70.5% | +55.3% |
| 3Y | +120.1% | -40.4% | +160.6% | +137.6% |
| 5Y | +182.1% | -63.8% | +245.9% | +235.9% |
| All | +379.6% | +57.9% | +321.7% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling