+3,121.8%
MAR vs RRC
+417.8%
+2,704.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.2% | -10.3% | +10.5% | +1.8% |
| 30D | +14.0% | +19.5% | -5.5% | +10.6% |
| 3M | +18.1% | +27.9% | -9.8% | +13.1% |
| 6M | +18.6% | +21.2% | -2.6% | +14.2% |
| YTD | +35.3% | +39.6% | -4.3% | +26.8% |
| 1Y | +44.5% | +31.3% | +13.2% | +36.6% |
| 3Y | +120.7% | +51.9% | +68.8% | +101.3% |
| 5Y | +164.1% | +110.2% | +53.9% | +121.5% |
| 10Y | +515.5% | +56.7% | +458.8% | +366.0% |
| All | +3,121.8% | +417.8% | +2,704.1% | +2,962.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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