+125.1%
PM vs MAR
+155.0%
-29.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | -2.6% | -6.9% | +4.4% | -1.6% |
| 3M | +5.8% | -15.8% | +21.6% | +8.2% |
| 6M | +10.6% | +1.9% | +8.6% | +10.1% |
| YTD | +17.2% | +6.6% | +10.5% | +15.9% |
| 1Y | +17.6% | +23.7% | -6.0% | +14.0% |
| 3Y | +124.3% | +64.6% | +59.7% | +105.0% |
| 5Y | +125.1% | +156.4% | -31.3% | +79.6% |
| All | +125.1% | +155.0% | -29.9% | +79.6% |
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