+3,168.2%
MAR vs VMC
+1,040.3%
+2,127.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.2% |
| 30D | +13.8% | +15.5% | -1.7% | +5.9% |
| 3M | +20.3% | +0.6% | +19.7% | +19.5% |
| 6M | +21.3% | +2.1% | +19.3% | +18.6% |
| YTD | +37.2% | -1.6% | +38.8% | +35.6% |
| 1Y | +48.4% | -1.2% | +49.6% | +46.4% |
| 3Y | +120.1% | +35.3% | +84.8% | +83.2% |
| 5Y | +182.1% | +43.6% | +138.5% | +126.5% |
| 10Y | +530.2% | +126.7% | +403.5% | +280.6% |
| All | +3,168.2% | +1,040.3% | +2,127.9% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling