-31.8%
MP vs MAR
+48.4%
-80.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | -10.5% | +4.3% | -14.8% | -10.4% |
| 30D | -23.5% | +16.8% | -40.4% | -23.4% |
| 3M | -25.4% | +16.0% | -41.5% | -25.3% |
| 6M | -51.3% | +16.5% | -67.7% | -51.5% |
| YTD | -29.9% | +35.0% | -64.9% | -31.6% |
| 1Y | -31.8% | +49.4% | -81.2% | -35.6% |
| All | -31.8% | +48.4% | -80.2% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling