+415.4%
MAR vs P
+712.4%
-297.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -1.7% | +7.8% | -9.6% | -3.3% |
| 30D | -6.9% | +12.3% | -19.2% | -9.7% |
| 3M | -15.8% | +37.1% | -52.9% | -22.5% |
| 6M | +1.9% | +66.1% | -64.1% | -11.5% |
| YTD | +6.6% | +50.9% | -44.3% | -6.4% |
| 1Y | +23.7% | +27.2% | -3.5% | +10.3% |
| 3Y | +64.6% | +158.7% | -94.1% | +13.6% |
| 5Y | +156.4% | +291.1% | -134.7% | +52.8% |
| 10Y | +415.4% | +715.0% | -299.6% | +144.8% |
| All | +415.4% | +712.4% | -297.0% | +144.8% |
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