+515.5%
MAR vs M
+3.7%
+511.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | -2.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.7% |
| 30D | +14.0% | +10.1% | +4.0% | +10.8% |
| 3M | +18.1% | -0.9% | +19.0% | +17.8% |
| 6M | +18.6% | +30.2% | -11.6% | +9.1% |
| YTD | +35.3% | +16.3% | +19.0% | +27.5% |
| 1Y | +44.5% | +27.0% | +17.5% | +32.8% |
| 3Y | +120.7% | +154.5% | -33.8% | +58.0% |
| 5Y | +164.1% | -1.1% | +165.1% | +130.0% |
| 10Y | +515.5% | +0.5% | +515.0% | +257.2% |
| All | +515.5% | +3.7% | +511.8% | +257.2% |
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