+58.1%
MP vs MAR
+165.1%
-106.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | -4.2% | +1.3% | -0.4% |
| 30D | +13.8% | -6.7% | +20.5% | +18.3% |
| 3M | -16.7% | -12.5% | -4.2% | -10.9% |
| 6M | -11.5% | +0.6% | -12.1% | -13.8% |
| YTD | +7.9% | +9.1% | -1.2% | -1.8% |
| 1Y | -15.0% | +26.2% | -41.2% | -31.0% |
| 3Y | +153.5% | +68.2% | +85.4% | +55.3% |
| All | +58.1% | +165.1% | -106.9% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling