+433.8%
MAR vs RRX
+228.4%
+205.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -5.4% | -6.1% | +0.7% | -3.0% |
| 3M | -15.5% | -23.1% | +7.5% | -8.2% |
| 6M | +3.0% | -19.5% | +22.5% | +7.5% |
| YTD | +8.5% | +16.1% | -7.5% | -6.2% |
| 1Y | +26.0% | +12.9% | +13.0% | +8.9% |
| 3Y | +68.6% | +7.9% | +60.7% | +38.2% |
| 5Y | +157.4% | +19.1% | +138.3% | +89.7% |
| All | +433.8% | +228.4% | +205.4% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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