+500.9%
MAR vs WM
+331.3%
+169.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.8% |
| 7D | +1.8% | +1.2% | +0.6% | +1.2% |
| 30D | +14.3% | +15.2% | -0.9% | +6.7% |
| 3M | +20.0% | +8.3% | +11.7% | +15.3% |
| 6M | +21.7% | +13.1% | +8.6% | +14.0% |
| YTD | +37.7% | +12.5% | +25.2% | +28.4% |
| 1Y | +46.8% | +21.8% | +25.0% | +31.5% |
| 3Y | +121.0% | +48.8% | +72.2% | +73.7% |
| 5Y | +183.1% | +62.1% | +121.0% | +109.0% |
| All | +500.9% | +331.3% | +169.7% | +175.7% |
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