+158.5%
MAR vs PL
+9.4%
+149.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.1% | +8.3% | -0.9% |
| 7D | +4.4% | -20.5% | +25.0% | +6.4% |
| 30D | +15.5% | -38.8% | +54.3% | +20.2% |
| 3M | +15.7% | -49.1% | +64.9% | +22.1% |
| 6M | +18.2% | -69.4% | +87.6% | +28.7% |
| YTD | +35.3% | -42.3% | +77.6% | +35.3% |
| 1Y | +48.6% | -14.2% | +62.8% | +40.8% |
| 3Y | +124.3% | +398.7% | -274.3% | +55.9% |
| All | +158.5% | +9.4% | +149.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling