+26.0%
MAR vs IDXX
-20.8%
+46.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.5% | -5.7% | +5.2% | +1.1% |
| 30D | -5.4% | -11.5% | +6.1% | -2.2% |
| 3M | -15.5% | -9.5% | -6.0% | -13.4% |
| 6M | +3.0% | -16.0% | +18.9% | +7.6% |
| YTD | +8.5% | -25.4% | +33.9% | +16.8% |
| 1Y | +26.0% | -21.8% | +47.7% | +34.9% |
| All | +26.0% | -20.8% | +46.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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