+184.8%
MAR vs WM
+58.8%
+126.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | +17.0% | +13.7% | +3.4% | +12.4% |
| 3M | +23.2% | +5.2% | +17.9% | +21.1% |
| 6M | +21.7% | +11.2% | +10.6% | +17.3% |
| YTD | +38.9% | +9.4% | +29.4% | +33.8% |
| 1Y | +48.7% | +20.4% | +28.3% | +38.5% |
| 3Y | +122.9% | +44.7% | +78.2% | +90.6% |
| All | +184.8% | +58.8% | +126.0% | +135.3% |
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