+537.5%
MAR vs RL
+369.1%
+168.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | +2.9% | +1.3% | +1.5% | +2.0% |
| 30D | +17.0% | +7.6% | +9.4% | +13.0% |
| 3M | +23.2% | -1.5% | +24.7% | +23.4% |
| 6M | +21.7% | +12.1% | +9.7% | +13.9% |
| YTD | +38.9% | +13.9% | +24.9% | +28.6% |
| 1Y | +48.7% | +20.7% | +28.0% | +33.9% |
| 3Y | +122.9% | +260.6% | -137.7% | +15.8% |
| 5Y | +177.5% | +248.9% | -71.4% | +41.6% |
| 10Y | +537.5% | +355.9% | +181.6% | +180.9% |
| All | +537.5% | +369.1% | +168.4% | +180.9% |
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