+136.4%
MAR vs PL
+84.9%
+51.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -4.2% | -9.3% | +5.2% | -3.4% |
| 30D | -6.7% | -18.9% | +12.3% | -5.1% |
| 3M | -12.5% | -58.4% | +45.9% | -6.3% |
| 6M | +0.6% | -30.3% | +30.9% | +0.8% |
| YTD | +9.1% | -8.1% | +17.2% | +5.2% |
| 1Y | +26.2% | +180.5% | -154.3% | +4.4% |
| 3Y | +68.2% | +444.1% | -376.0% | +18.9% |
| 5Y | +163.9% | +83.0% | +80.9% | +96.2% |
| All | +136.4% | +84.9% | +51.5% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling