+424.9%
MAR vs NDAQ
+370.8%
+54.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | -2.1% | -6.8% | +4.7% | +1.0% |
| 30D | -5.7% | -3.2% | -2.5% | -4.4% |
| 3M | -14.6% | +6.5% | -21.1% | -17.4% |
| 6M | +1.3% | +5.7% | -4.4% | -2.0% |
| YTD | +6.7% | -4.6% | +11.3% | +7.4% |
| 1Y | +26.4% | -1.6% | +28.0% | +25.1% |
| 3Y | +64.7% | +86.4% | -21.7% | +21.0% |
| 5Y | +153.1% | +50.3% | +102.7% | +100.8% |
| All | +424.9% | +370.8% | +54.0% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NDAQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling