+46.8%
MAR vs P
+24.7%
+22.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.0% |
| 7D | +1.8% | +17.8% | -16.1% | +2.0% |
| 30D | +14.3% | -29.9% | +44.2% | +13.8% |
| 3M | +20.0% | -1.2% | +21.2% | +19.9% |
| 6M | +21.7% | +32.1% | -10.4% | +22.3% |
| YTD | +37.7% | +64.3% | -26.6% | +37.2% |
| 1Y | +46.8% | +24.3% | +22.5% | +46.5% |
| All | +46.8% | +24.7% | +22.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling