+159.5%
PM vs MAR
+158.9%
+0.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | +14.0% | -18.0% | -5.8% |
| 3M | +2.7% | +18.1% | -15.4% | +0.4% |
| 6M | +14.9% | +18.6% | -3.7% | +12.1% |
| YTD | +23.5% | +35.3% | -11.7% | +18.2% |
| 1Y | +30.4% | +44.5% | -14.1% | +23.6% |
| 3Y | +143.2% | +120.7% | +22.5% | +113.0% |
| 5Y | +159.5% | +164.1% | -4.6% | +116.1% |
| All | +159.5% | +158.9% | +0.5% | +116.1% |
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