-15.1%
MP vs MAR
+155.0%
-170.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | -10.5% | +4.3% | -14.8% | -12.8% |
| 30D | -23.5% | +16.8% | -40.4% | -30.5% |
| 3M | -25.4% | +16.0% | -41.5% | -32.2% |
| 6M | -51.3% | +16.5% | -67.7% | -56.5% |
| YTD | -29.9% | +35.0% | -64.9% | -44.2% |
| 1Y | -31.8% | +49.4% | -81.2% | -49.7% |
| 3Y | +127.0% | +124.1% | +2.9% | +12.8% |
| All | -15.1% | +155.0% | -170.1% | -63.8% |
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 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