+3,116.5%
MAR vs M
+78.6%
+3,037.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.3% |
| 7D | +4.3% | -4.3% | +8.6% | +5.7% |
| 30D | +16.8% | +1.3% | +15.5% | +16.0% |
| 3M | +16.0% | -7.4% | +23.4% | +18.3% |
| 6M | +16.5% | +18.3% | -1.9% | +8.2% |
| YTD | +35.0% | +7.6% | +27.5% | +28.7% |
| 1Y | +49.4% | +17.4% | +32.0% | +37.8% |
| 3Y | +124.1% | +108.4% | +15.7% | +56.8% |
| 5Y | +159.2% | -10.6% | +169.8% | +122.7% |
| 10Y | +553.9% | -3.2% | +557.1% | +315.3% |
| All | +3,116.5% | +78.6% | +3,037.9% | +1,019.7% |
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