+3,179.7%
MAR vs ROP
+4,176.0%
-996.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.8% | -2.7% | +4.4% | +3.0% |
| 30D | +14.3% | +29.7% | -15.4% | +0.8% |
| 3M | +20.0% | +21.2% | -1.2% | +8.9% |
| 6M | +21.7% | +48.3% | -26.5% | -0.6% |
| YTD | +37.7% | +8.4% | +29.3% | +29.1% |
| 1Y | +46.8% | +6.0% | +40.8% | +39.2% |
| 3Y | +121.0% | -5.6% | +126.6% | +120.3% |
| 5Y | +183.1% | +1.3% | +181.8% | +171.6% |
| 10Y | +532.4% | +184.1% | +348.3% | +268.1% |
| All | +3,179.7% | +4,176.0% | -996.3% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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