+1,037.4%
MAR vs RNG
+340.1%
+697.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.6% | +4.6% | -3.0% | +1.1% |
| 30D | +13.8% | +0.4% | +13.4% | +13.6% |
| 3M | +20.3% | +11.4% | +8.9% | +18.4% |
| 6M | +21.3% | +95.7% | -74.4% | +10.5% |
| YTD | +37.2% | +162.9% | -125.7% | +18.4% |
| 1Y | +48.4% | +180.3% | -131.8% | +26.9% |
| 3Y | +120.1% | +188.3% | -68.2% | +83.4% |
| 5Y | +182.1% | -72.5% | +254.6% | +184.7% |
| 10Y | +530.2% | +236.7% | +293.5% | +312.3% |
| All | +1,037.4% | +340.1% | +697.3% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling