+57.4%
MAR vs VMC
+3.7%
+53.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +0.7% |
| 7D | +7.7% | +12.3% | -4.6% | +4.2% |
| 30D | +19.4% | +21.2% | -1.8% | +13.1% |
| 3M | +23.3% | +4.6% | +18.7% | +21.4% |
| 6M | +22.8% | +3.9% | +19.0% | +21.1% |
| YTD | +37.8% | +5.0% | +32.8% | +32.6% |
| 1Y | +57.4% | +2.6% | +54.7% | +52.4% |
| All | +57.4% | +3.7% | +53.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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