+200.9%
MAR vs PL
+45.6%
+155.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | +2.9% | +5.6% | -2.8% | +2.2% |
| 30D | +17.0% | -16.9% | +34.0% | +18.5% |
| 3M | +23.2% | -38.2% | +61.4% | +27.7% |
| 6M | +21.7% | -63.4% | +85.2% | +30.7% |
| YTD | +38.9% | -27.6% | +66.5% | +36.0% |
| 1Y | +48.7% | +6.6% | +42.1% | +38.2% |
| 3Y | +122.9% | +557.6% | -434.7% | +50.6% |
| 5Y | +177.5% | +39.5% | +138.0% | +110.9% |
| All | +200.9% | +45.6% | +155.2% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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