+2,498.9%
MAR vs WM
+773.9%
+1,725.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -4.2% | -0.3% | -3.8% | -4.0% |
| 30D | -6.7% | -2.4% | -4.3% | -5.8% |
| 3M | -12.5% | +0.4% | -12.9% | -12.9% |
| 6M | +0.6% | -9.5% | +10.1% | +4.0% |
| YTD | +9.1% | +0.5% | +8.6% | +8.1% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.6% |
| 3Y | +68.2% | +46.0% | +22.1% | +41.6% |
| 5Y | +163.9% | +51.8% | +112.1% | +117.1% |
| 10Y | +420.6% | +307.5% | +113.0% | +192.2% |
| All | +2,498.9% | +773.9% | +1,725.0% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling