+827.2%
MMM vs MAR
+2,498.9%
-1,671.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -4.2% | +0.8% | -2.0% |
| 30D | -7.0% | -6.7% | -0.3% | -4.9% |
| 3M | +10.8% | -12.5% | +23.3% | +15.5% |
| 6M | +5.8% | +0.6% | +5.2% | +5.2% |
| YTD | +6.8% | +9.1% | -2.3% | +3.3% |
| 1Y | +10.4% | +26.2% | -15.8% | +1.7% |
| 3Y | +104.7% | +68.2% | +36.5% | +71.2% |
| 5Y | +23.6% | +163.9% | -140.4% | -12.7% |
| 10Y | +54.1% | +420.6% | -366.4% | -19.2% |
| All | +827.2% | +2,498.9% | -1,671.7% | +144.3% |
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