+26.0%
MAR vs UL
-9.2%
+35.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -3.4% | +2.9% | +0.4% |
| 30D | -5.4% | +0.5% | -5.9% | -5.5% |
| 3M | -15.5% | +7.2% | -22.7% | -17.5% |
| 6M | +3.0% | -3.1% | +6.0% | +2.8% |
| YTD | +8.5% | -2.7% | +11.2% | +7.9% |
| 1Y | +26.0% | -10.2% | +36.2% | +24.8% |
| All | +26.0% | -9.2% | +35.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling