+116.3%
MP vs MAR
+123.2%
-6.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.3% | -5.6% |
| 7D | -19.0% | +4.4% | -23.4% | -20.0% |
| 30D | -30.5% | +15.5% | -46.0% | -33.3% |
| 3M | -29.6% | +15.7% | -45.3% | -32.6% |
| 6M | -50.4% | +18.2% | -68.6% | -53.3% |
| YTD | -33.2% | +35.3% | -68.5% | -40.9% |
| 1Y | -38.6% | +48.6% | -87.2% | -48.0% |
| All | +116.3% | +123.2% | -6.9% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling