+537.5%
MAR vs HWM
+1,599.0%
-1,061.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.1% |
| 7D | +2.9% | -1.8% | +4.6% | +3.4% |
| 30D | +17.0% | -2.7% | +19.7% | +17.6% |
| 3M | +23.2% | -22.7% | +45.9% | +35.6% |
| 6M | +21.7% | -18.9% | +40.7% | +30.5% |
| YTD | +38.9% | +7.1% | +31.8% | +30.8% |
| 1Y | +48.7% | +4.7% | +44.0% | +41.1% |
| 3Y | +122.9% | +345.6% | -222.7% | +5.8% |
| 5Y | +177.5% | +588.3% | -410.8% | +7.3% |
| 10Y | +537.5% | +1,516.2% | -978.6% | +74.0% |
| All | +537.5% | +1,599.0% | -1,061.5% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling