+500.9%
MAR vs P
+666.7%
-165.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.7% |
| 7D | +1.8% | +17.8% | -16.1% | -1.6% |
| 30D | +14.3% | -29.9% | +44.2% | +21.3% |
| 3M | +20.0% | -1.2% | +21.2% | +17.8% |
| 6M | +21.7% | +32.1% | -10.4% | +10.1% |
| YTD | +37.7% | +64.3% | -26.6% | +16.6% |
| 1Y | +46.8% | +24.3% | +22.5% | +30.4% |
| 3Y | +121.0% | +203.2% | -82.2% | +43.9% |
| 5Y | +183.1% | +290.4% | -107.4% | +66.1% |
| All | +500.9% | +666.7% | -165.8% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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