+433.8%
MAR vs RNG
+222.9%
+211.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.5% | -6.1% | +5.5% | +0.2% |
| 30D | -5.4% | +9.6% | -15.0% | -6.5% |
| 3M | -15.5% | +83.3% | -98.8% | -21.8% |
| 6M | +3.0% | +77.9% | -75.0% | -5.1% |
| YTD | +8.5% | +139.9% | -131.4% | -4.7% |
| 1Y | +26.0% | +121.7% | -95.7% | +11.4% |
| 3Y | +68.6% | +121.9% | -53.3% | +45.7% |
| 5Y | +157.4% | -68.4% | +225.7% | +150.9% |
| All | +433.8% | +222.9% | +211.0% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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