-43.2%
MP vs MAR
+47.8%
-91.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +3.2% |
| 7D | -3.6% | +2.9% | -6.5% | -3.4% |
| 30D | -21.0% | +17.0% | -38.0% | -20.1% |
| 3M | -33.3% | +23.2% | -56.5% | -32.3% |
| 6M | -45.9% | +21.7% | -67.7% | -45.6% |
| YTD | -27.8% | +38.9% | -66.7% | -26.4% |
| 1Y | -43.2% | +48.7% | -91.9% | -41.3% |
| All | -43.2% | +47.8% | -91.0% | -41.3% |
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 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