+539.2%
MAR vs NDAQ
+475.0%
+64.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +16.2% | +16.3% | -0.1% | +8.7% |
| 3M | +23.1% | +15.8% | +7.2% | +15.1% |
| 6M | +22.0% | +24.8% | -2.9% | +9.8% |
| YTD | +39.2% | +14.1% | +25.1% | +29.4% |
| 1Y | +48.3% | +26.5% | +21.7% | +31.1% |
| 3Y | +123.4% | +119.1% | +4.2% | +53.0% |
| 5Y | +185.4% | +70.9% | +114.4% | +114.2% |
| 10Y | +539.2% | +479.7% | +59.5% | +201.0% |
| All | +539.2% | +475.0% | +64.1% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling