+3,116.5%
MAR vs RF
+119.0%
+2,997.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +16.8% | +6.0% | +10.8% | +14.5% |
| 3M | +16.0% | -8.9% | +24.9% | +19.6% |
| 6M | +16.5% | +2.3% | +14.1% | +15.1% |
| YTD | +35.0% | +7.6% | +27.5% | +31.2% |
| 1Y | +49.4% | +21.2% | +28.2% | +39.3% |
| 3Y | +124.1% | +108.5% | +15.5% | +72.7% |
| 5Y | +159.2% | +43.2% | +116.0% | +122.9% |
| 10Y | +553.9% | +288.1% | +265.9% | +298.6% |
| All | +3,116.5% | +119.0% | +2,997.5% | +1,360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling