+201.5%
MAR vs PL
+46.3%
+155.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.0% | +13.4% | -12.3% | -0.2% |
| 30D | +16.2% | -10.2% | +26.4% | +16.9% |
| 3M | +23.1% | -39.5% | +62.5% | +27.8% |
| 6M | +22.0% | -65.7% | +87.7% | +31.8% |
| YTD | +39.2% | -27.3% | +66.4% | +36.2% |
| 1Y | +48.3% | +15.0% | +33.3% | +36.6% |
| 3Y | +123.4% | +560.8% | -437.4% | +50.8% |
| 5Y | +185.4% | +38.4% | +147.0% | +117.5% |
| All | +201.5% | +46.3% | +155.2% | +125.9% |
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