+164.1%
MAR vs RL
+240.9%
-76.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.7% | -2.3% |
| 7D | +0.2% | +0.2% | 0.0% | -0.1% |
| 30D | +14.0% | +7.3% | +6.7% | +10.4% |
| 3M | +18.1% | +1.0% | +17.1% | +17.0% |
| 6M | +18.6% | +11.8% | +6.8% | +11.6% |
| YTD | +35.3% | +13.6% | +21.7% | +25.9% |
| 1Y | +44.5% | +24.0% | +20.4% | +29.2% |
| 3Y | +120.7% | +256.6% | -135.9% | +16.2% |
| 5Y | +164.1% | +240.2% | -76.1% | +41.0% |
| All | +164.1% | +240.9% | -76.9% | +41.0% |
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