+3,121.8%
MAR vs M
+93.0%
+3,028.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | -2.5% |
| 7D | +0.2% | +2.5% | -2.3% | -0.9% |
| 30D | +14.0% | +10.1% | +4.0% | +10.0% |
| 3M | +18.1% | -0.9% | +19.0% | +17.6% |
| 6M | +18.6% | +30.2% | -11.6% | +6.7% |
| YTD | +35.3% | +16.3% | +19.0% | +25.4% |
| 1Y | +44.5% | +27.0% | +17.5% | +29.7% |
| 3Y | +120.7% | +154.5% | -33.8% | +44.3% |
| 5Y | +164.1% | -1.1% | +165.1% | +119.0% |
| 10Y | +515.5% | +0.5% | +515.0% | +286.6% |
| All | +3,121.8% | +93.0% | +3,028.8% | +991.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling