+18.2%
MAR vs PL
-71.0%
+89.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.1% | +8.3% | -1.9% |
| 7D | +4.4% | -20.5% | +25.0% | +4.0% |
| 30D | +15.5% | -38.8% | +54.3% | +14.5% |
| 3M | +15.7% | -49.1% | +64.9% | +14.2% |
| 6M | +18.2% | -69.4% | +87.6% | +15.9% |
| All | +18.2% | -71.0% | +89.2% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling