+237.4%
MP vs MAR
+386.3%
-148.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.3% | -5.0% |
| 7D | -19.0% | +4.4% | -23.4% | -21.1% |
| 30D | -30.5% | +15.5% | -46.0% | -36.1% |
| 3M | -29.6% | +15.7% | -45.3% | -35.6% |
| 6M | -50.4% | +18.2% | -68.6% | -55.9% |
| YTD | -33.2% | +35.3% | -68.5% | -46.0% |
| 1Y | -38.6% | +48.6% | -87.2% | -53.5% |
| 3Y | +105.5% | +124.3% | -18.9% | +12.2% |
| 5Y | -7.8% | +159.7% | -167.5% | -54.9% |
| All | +237.4% | +386.3% | -148.9% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling