+826.4%
PM vs MAR
+1,624.8%
-798.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | 0.0% |
| 7D | -6.6% | +2.9% | -9.5% | -7.2% |
| 30D | -3.4% | +17.0% | -20.5% | -6.9% |
| 3M | +5.3% | +23.2% | -17.8% | +0.4% |
| 6M | +15.5% | +21.7% | -6.2% | +10.3% |
| YTD | +24.3% | +38.9% | -14.6% | +14.7% |
| 1Y | +29.7% | +48.7% | -19.0% | +17.8% |
| 3Y | +144.9% | +122.9% | +22.0% | +99.1% |
| 5Y | +159.0% | +177.5% | -18.5% | +95.6% |
| 10Y | +250.9% | +537.5% | -286.6% | +100.1% |
| All | +826.4% | +1,624.8% | -798.3% | +255.5% |
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