+498.8%
MAR vs M
-7.1%
+505.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.6% | +7.0% | -5.4% | -0.3% |
| 30D | +13.8% | +8.9% | +4.9% | +10.9% |
| 3M | +20.3% | +4.5% | +15.8% | +18.3% |
| 6M | +21.3% | +36.2% | -14.9% | +10.3% |
| YTD | +37.2% | +15.1% | +22.1% | +29.7% |
| 1Y | +48.4% | +27.4% | +21.0% | +36.3% |
| 3Y | +120.1% | +160.1% | -40.0% | +56.5% |
| 5Y | +182.1% | -1.6% | +183.6% | +146.0% |
| All | +498.8% | -7.1% | +505.9% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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