+2,498.9%
MAR vs UL
+569.7%
+1,929.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | -1.3% | -2.8% | -3.7% |
| 30D | -6.7% | +0.5% | -7.2% | -6.9% |
| 3M | -12.5% | +17.6% | -30.1% | -18.0% |
| 6M | +0.6% | -5.4% | +5.9% | +2.2% |
| YTD | +9.1% | +0.7% | +8.4% | +8.1% |
| 1Y | +26.2% | -9.3% | +35.5% | +29.8% |
| 3Y | +68.2% | +24.5% | +43.6% | +51.0% |
| 5Y | +163.9% | +23.2% | +140.7% | +134.2% |
| 10Y | +420.6% | +64.5% | +356.1% | +294.2% |
| All | +2,498.9% | +569.7% | +1,929.2% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling