-6.1%
MP vs MAR
+173.3%
-179.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.9% |
| 7D | -3.6% | +2.9% | -6.5% | -5.3% |
| 30D | -21.0% | +17.0% | -38.0% | -28.2% |
| 3M | -33.3% | +23.2% | -56.5% | -41.3% |
| 6M | -45.9% | +21.7% | -67.7% | -53.0% |
| YTD | -27.8% | +38.9% | -66.7% | -43.4% |
| 1Y | -43.2% | +48.7% | -91.9% | -57.8% |
| 3Y | +144.0% | +122.9% | +21.1% | +23.1% |
| 5Y | -6.1% | +177.5% | -183.6% | -61.3% |
| All | -6.1% | +173.3% | -179.4% | -61.3% |
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 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