+156.4%
MAR vs RL
+241.4%
-85.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -15.8% | -6.6% | -9.2% | -13.8% |
| 6M | +1.9% | +3.2% | -1.2% | -0.6% |
| YTD | +6.6% | -1.3% | +7.9% | +5.8% |
| 1Y | +23.7% | +13.6% | +10.1% | +15.1% |
| 3Y | +64.6% | +210.9% | -146.3% | -6.9% |
| 5Y | +156.4% | +246.9% | -90.5% | +30.5% |
| All | +156.4% | +241.4% | -85.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling