+811.4%
SPYM vs MAR
+1,646.2%
-834.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -2.0% | +13.8% | -15.8% | -6.2% |
| 3M | -2.8% | +20.3% | -23.1% | -8.8% |
| 6M | +2.2% | +21.3% | -19.2% | -4.9% |
| YTD | +11.5% | +37.2% | -25.7% | -0.8% |
| 1Y | +13.5% | +48.4% | -34.9% | -1.9% |
| 3Y | +78.0% | +120.1% | -42.1% | +33.3% |
| 5Y | +73.1% | +182.1% | -108.9% | +17.2% |
| 10Y | +310.9% | +530.2% | -219.4% | +95.9% |
| All | +811.4% | +1,646.2% | -834.8% | +168.2% |
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