+287.6%
MP vs MAR
+393.2%
-105.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +9.5% | +1.6% | +7.9% | +8.4% |
| 30D | -3.0% | +13.8% | -16.8% | -10.1% |
| 3M | -30.4% | +20.3% | -50.6% | -37.7% |
| 6M | -39.2% | +21.3% | -60.5% | -46.8% |
| YTD | -23.3% | +37.2% | -60.5% | -38.6% |
| 1Y | -32.6% | +48.4% | -81.1% | -49.0% |
| 3Y | +159.3% | +120.1% | +39.1% | +43.7% |
| 5Y | -16.4% | +182.1% | -198.5% | -60.8% |
| All | +287.6% | +393.2% | -105.6% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling