+415.4%
MAR vs M
-6.4%
+421.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | -6.9% | -11.6% | +4.7% | -3.9% |
| 3M | -15.8% | +1.6% | -17.5% | -16.8% |
| 6M | +1.9% | +25.2% | -23.3% | -4.9% |
| YTD | +6.6% | +3.8% | +2.9% | +4.1% |
| 1Y | +23.7% | +36.3% | -12.7% | +11.8% |
| 3Y | +64.6% | +116.3% | -51.7% | +23.2% |
| 5Y | +156.4% | +28.2% | +128.2% | +106.4% |
| 10Y | +415.4% | -3.4% | +418.8% | +203.0% |
| All | +415.4% | -6.4% | +421.7% | +203.0% |
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