+154.1%
MAR vs RIG
+64.1%
+90.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -0.5% | -8.2% | +7.7% | +0.4% |
| 30D | -4.7% | -0.2% | -4.5% | -4.7% |
| 3M | -15.6% | -2.7% | -12.9% | -15.6% |
| 6M | +1.2% | -7.5% | +8.7% | +1.2% |
| YTD | +7.5% | +38.3% | -30.8% | +1.8% |
| 1Y | +26.6% | +81.8% | -55.2% | +15.1% |
| 3Y | +66.0% | -30.2% | +96.2% | +63.4% |
| 5Y | +154.1% | +59.9% | +94.2% | +111.1% |
| All | +154.1% | +64.1% | +90.0% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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