+2,498.9%
MAR vs M
+76.8%
+2,422.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | -4.2% | +4.7% | -8.9% | -5.6% |
| 30D | -6.7% | -9.6% | +3.0% | -3.6% |
| 3M | -12.5% | +0.9% | -13.3% | -13.5% |
| 6M | +0.6% | +22.3% | -21.7% | -7.2% |
| YTD | +9.1% | +6.5% | +2.6% | +4.8% |
| 1Y | +26.2% | +38.8% | -12.6% | +10.3% |
| 3Y | +68.2% | +115.9% | -47.8% | +16.5% |
| 5Y | +163.9% | +28.6% | +135.3% | +97.7% |
| 10Y | +420.6% | -2.5% | +423.1% | +230.4% |
| All | +2,498.9% | +76.8% | +2,422.1% | +812.2% |
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 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