+45.3%
MMM vs MAR
+155.0%
-109.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +6.2% | +4.3% | +1.9% | +4.5% |
| 30D | +14.2% | +16.8% | -2.6% | +7.5% |
| 3M | +2.9% | +16.0% | -13.1% | -3.0% |
| 6M | +27.6% | +16.5% | +11.1% | +19.5% |
| YTD | +17.3% | +35.0% | -17.8% | +3.3% |
| 1Y | +15.1% | +49.4% | -34.3% | -2.7% |
| 3Y | +157.1% | +124.1% | +33.1% | +88.1% |
| All | +45.3% | +155.0% | -109.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling