+73.2%
MAR vs M
+123.1%
-49.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -4.2% | +4.7% | -8.9% | -5.1% |
| 30D | -6.7% | -9.6% | +3.0% | -4.8% |
| 3M | -12.5% | +0.9% | -13.3% | -13.2% |
| 6M | +0.6% | +22.3% | -21.7% | -4.5% |
| YTD | +9.1% | +6.5% | +2.6% | +6.4% |
| 1Y | +26.2% | +38.8% | -12.6% | +16.0% |
| All | +73.2% | +123.1% | -49.9% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling