+120.1%
MAR vs RF
+119.8%
+0.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +1.6% | +1.9% | -0.3% | +0.6% |
| 30D | +13.8% | +7.3% | +6.5% | +9.9% |
| 3M | +20.3% | -7.9% | +28.2% | +25.1% |
| 6M | +21.3% | +10.5% | +10.8% | +14.4% |
| YTD | +37.2% | +9.6% | +27.6% | +29.4% |
| 1Y | +48.4% | +20.3% | +28.1% | +33.3% |
| 3Y | +120.1% | +119.5% | +0.6% | +55.6% |
| All | +120.1% | +119.8% | +0.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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