+536.9%
MDT vs MAR
+3,168.2%
-2,631.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | +9.2% | +13.8% | -4.6% | +5.2% |
| 3M | +14.5% | +20.3% | -5.8% | +8.5% |
| 6M | +37.3% | +21.3% | +16.0% | +29.5% |
| YTD | +9.8% | +37.2% | -27.4% | -0.4% |
| 1Y | +10.5% | +48.4% | -37.9% | -2.1% |
| 3Y | +57.4% | +120.1% | -62.7% | +22.5% |
| 5Y | +1.2% | +182.1% | -180.9% | -28.4% |
| 10Y | +63.2% | +530.2% | -467.0% | -13.8% |
| All | +536.9% | +3,168.2% | -2,631.3% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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