+3,122.8%
MAR vs IP
+95.8%
+3,027.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.1% |
| 7D | +4.4% | -5.0% | +9.4% | +6.7% |
| 30D | +15.5% | +6.5% | +9.0% | +12.2% |
| 3M | +15.7% | -18.0% | +33.8% | +25.4% |
| 6M | +18.2% | +10.3% | +7.9% | +10.9% |
| YTD | +35.3% | -9.9% | +45.2% | +36.5% |
| 1Y | +48.6% | -1.1% | +49.7% | +43.6% |
| 3Y | +124.3% | +13.0% | +111.3% | +92.7% |
| 5Y | +159.7% | -12.3% | +171.9% | +147.9% |
| 10Y | +555.2% | +26.8% | +528.4% | +406.5% |
| All | +3,122.8% | +95.8% | +3,027.0% | +1,419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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