+415.4%
MAR vs RL
+304.3%
+111.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | -6.9% | -12.2% | +5.3% | -1.5% |
| 3M | -15.8% | -6.6% | -9.2% | -13.6% |
| 6M | +1.9% | +3.2% | -1.2% | -0.8% |
| YTD | +6.6% | -1.3% | +7.9% | +5.6% |
| 1Y | +23.7% | +13.6% | +10.1% | +14.6% |
| 3Y | +64.6% | +210.9% | -146.3% | -8.2% |
| 5Y | +156.4% | +246.9% | -90.5% | +31.0% |
| 10Y | +415.4% | +310.1% | +105.3% | +138.3% |
| All | +415.4% | +304.3% | +111.1% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling