+2,498.9%
MAR vs RL
+1,476.6%
+1,022.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.7% |
| 7D | -4.2% | -0.8% | -3.3% | -3.8% |
| 30D | -6.7% | -7.8% | +1.1% | -3.8% |
| 3M | -12.5% | -4.0% | -8.5% | -11.4% |
| 6M | +0.6% | -1.9% | +2.5% | +0.2% |
| YTD | +9.1% | -0.2% | +9.3% | +7.9% |
| 1Y | +26.2% | +10.7% | +15.5% | +19.4% |
| 3Y | +68.2% | +210.8% | -142.6% | +1.9% |
| 5Y | +163.9% | +238.2% | -74.3% | +50.7% |
| 10Y | +420.6% | +313.4% | +107.2% | +155.9% |
| All | +2,498.9% | +1,476.6% | +1,022.4% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling