+937.6%
MMM vs MAR
+3,121.8%
-2,184.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +17.9% | +14.0% | +3.9% | +13.0% |
| 3M | +3.6% | +18.1% | -14.5% | -1.9% |
| 6M | +32.9% | +18.6% | +14.3% | +25.2% |
| YTD | +19.5% | +35.3% | -15.8% | +7.7% |
| 1Y | +16.5% | +44.5% | -27.9% | +2.7% |
| 3Y | +167.2% | +120.7% | +46.4% | +104.6% |
| 5Y | +48.2% | +164.1% | -115.9% | +4.7% |
| 10Y | +83.0% | +515.5% | -432.5% | -9.1% |
| All | +937.6% | +3,121.8% | -2,184.2% | +154.8% |
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