+2,484.9%
MAR vs IDXX
+11,519.0%
-9,034.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 1Y | +26.0% | -21.8% | +47.7% | +33.6% |
| 3Y | +68.6% | +7.0% | +61.6% | +59.2% |
| 5Y | +157.4% | -26.0% | +183.3% | +162.9% |
| 10Y | +447.0% | +358.9% | +88.1% | +227.6% |
| All | +2,484.9% | +11,519.0% | -9,034.1% | +738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling