+3,179.8%
MAR vs UL
+588.8%
+2,590.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +1.8% | -2.5% | +4.2% | +2.7% |
| 30D | +14.3% | +5.7% | +8.6% | +11.8% |
| 3M | +20.0% | +7.0% | +13.0% | +16.7% |
| 6M | +21.7% | +16.1% | +5.7% | +14.4% |
| YTD | +37.7% | +3.6% | +34.1% | +34.7% |
| 1Y | +46.8% | -1.4% | +48.2% | +46.1% |
| 3Y | +121.0% | +34.1% | +87.0% | +92.6% |
| 5Y | +183.1% | +32.0% | +151.1% | +144.2% |
| 10Y | +532.4% | +104.7% | +427.7% | +337.1% |
| All | +3,179.8% | +588.8% | +2,590.9% | +1,366.5% |
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 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