-10.9%
MP vs MAR
+181.1%
-191.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +9.5% | +1.6% | +7.9% | +8.3% |
| 30D | -3.0% | +13.8% | -16.8% | -10.5% |
| 3M | -30.4% | +20.3% | -50.6% | -38.0% |
| 6M | -39.2% | +21.3% | -60.5% | -47.2% |
| YTD | -23.3% | +37.2% | -60.5% | -39.6% |
| 1Y | -32.6% | +48.4% | -81.1% | -50.3% |
| 3Y | +159.3% | +120.1% | +39.1% | +30.4% |
| All | -10.9% | +181.1% | -191.9% | -64.8% |
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