+3,122.8%
MAR vs WM
+867.1%
+2,255.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +4.4% | +4.5% | -0.1% | +2.7% |
| 30D | +15.5% | +16.1% | -0.6% | +8.8% |
| 3M | +15.7% | +8.0% | +7.7% | +12.1% |
| 6M | +18.2% | +8.4% | +9.8% | +13.9% |
| YTD | +35.3% | +11.2% | +24.1% | +28.6% |
| 1Y | +48.6% | +22.3% | +26.3% | +36.1% |
| 3Y | +124.3% | +50.2% | +74.1% | +87.0% |
| 5Y | +159.7% | +63.3% | +96.4% | +107.7% |
| 10Y | +555.2% | +355.0% | +200.2% | +251.8% |
| All | +3,122.8% | +867.1% | +2,255.7% | +1,053.9% |
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