+67.0%
MAR vs UL
+21.6%
+45.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.5% | -3.2% | +2.7% | +0.2% |
| 30D | -4.7% | -0.6% | -4.1% | -4.6% |
| 3M | -15.6% | +9.4% | -25.0% | -17.3% |
| 6M | +1.2% | -4.1% | +5.3% | +1.3% |
| YTD | +7.5% | -2.0% | +9.5% | +7.1% |
| 1Y | +26.6% | -9.0% | +35.6% | +27.6% |
| All | +67.0% | +21.6% | +45.4% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling