+124.5%
MAR vs PL
+403.1%
-278.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.1% | +8.3% | -1.2% |
| 7D | +4.4% | -20.5% | +25.0% | +5.6% |
| 30D | +15.5% | -38.8% | +54.3% | +18.5% |
| 3M | +15.7% | -49.1% | +64.9% | +19.8% |
| 6M | +18.2% | -69.4% | +87.6% | +24.9% |
| YTD | +35.3% | -42.3% | +77.6% | +34.5% |
| 1Y | +48.6% | -14.2% | +62.8% | +41.7% |
| All | +124.5% | +403.1% | -278.6% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling