+537.5%
MAR vs WM
+329.9%
+207.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.3% |
| 30D | +17.0% | +13.7% | +3.4% | +10.0% |
| 3M | +23.2% | +5.2% | +17.9% | +19.9% |
| 6M | +21.7% | +11.2% | +10.6% | +14.9% |
| YTD | +38.9% | +9.4% | +29.4% | +31.2% |
| 1Y | +48.7% | +20.4% | +28.3% | +33.8% |
| 3Y | +122.9% | +44.7% | +78.2% | +77.5% |
| 5Y | +177.5% | +58.5% | +119.0% | +106.9% |
| 10Y | +537.5% | +326.4% | +211.2% | +201.0% |
| All | +537.5% | +329.9% | +207.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling