+161.8%
MAR vs WM
+52.1%
+109.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -6.7% | -2.4% | -4.3% | -6.0% |
| 3M | -12.5% | +0.4% | -12.9% | -12.8% |
| 6M | +0.6% | -9.5% | +10.1% | +3.3% |
| YTD | +9.1% | +0.5% | +8.6% | +8.1% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.5% |
| 3Y | +68.2% | +46.0% | +22.1% | +43.8% |
| All | +161.8% | +52.1% | +109.7% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling