+2,439.3%
MAR vs TGT
+1,255.2%
+1,184.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -6.9% | +9.5% | -16.4% | -10.2% |
| 3M | -15.8% | +32.3% | -48.1% | -24.8% |
| 6M | +1.9% | +37.0% | -35.1% | -10.5% |
| YTD | +6.6% | +71.0% | -64.4% | -14.3% |
| 1Y | +23.7% | +85.0% | -61.4% | -3.8% |
| 3Y | +64.6% | +46.8% | +17.8% | +32.5% |
| 5Y | +156.4% | -22.7% | +179.1% | +155.5% |
| 10Y | +415.4% | +216.3% | +199.1% | +160.0% |
| All | +2,439.3% | +1,255.2% | +1,184.1% | +644.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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