+2,439.3%
MAR vs ITW
+1,477.9%
+961.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | -6.9% | -9.4% | +2.5% | -0.5% |
| 3M | -15.8% | +7.1% | -22.9% | -20.0% |
| 6M | +1.9% | -1.9% | +3.8% | +2.7% |
| YTD | +6.6% | +10.4% | -3.8% | -1.0% |
| 1Y | +23.7% | +3.3% | +20.4% | +19.9% |
| 3Y | +64.6% | +21.0% | +43.6% | +43.3% |
| 5Y | +156.4% | +36.3% | +120.1% | +103.2% |
| 10Y | +415.4% | +185.8% | +229.6% | +146.3% |
| All | +2,439.3% | +1,477.9% | +961.5% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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