+267.3%
MP vs MAR
+400.2%
-132.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | +1.0% | +1.3% | +1.7% |
| 30D | -15.3% | +16.2% | -31.5% | -22.4% |
| 3M | -33.5% | +23.1% | -56.6% | -41.2% |
| 6M | -45.5% | +22.0% | -67.5% | -52.4% |
| YTD | -27.3% | +39.2% | -66.5% | -42.2% |
| 1Y | -40.7% | +48.3% | -89.0% | -55.0% |
| 3Y | +145.9% | +123.4% | +22.5% | +35.1% |
| 5Y | -13.9% | +185.4% | -199.3% | -59.9% |
| All | +267.3% | +400.2% | -132.9% | +35.2% |
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