+3,168.2%
MAR vs UL
+596.2%
+2,571.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +13.8% | +4.5% | +9.3% | +11.8% |
| 3M | +20.3% | +6.5% | +13.8% | +17.2% |
| 6M | +21.3% | +18.2% | +3.2% | +13.2% |
| YTD | +37.2% | +4.7% | +32.5% | +33.6% |
| 1Y | +48.4% | +0.8% | +47.7% | +46.5% |
| 3Y | +120.1% | +35.9% | +84.2% | +90.8% |
| 5Y | +182.1% | +33.4% | +148.7% | +142.3% |
| 10Y | +530.2% | +106.9% | +423.3% | +333.8% |
| All | +3,168.2% | +596.2% | +2,571.9% | +1,355.4% |
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