-39.0%
U vs MAR
+239.6%
-278.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | -4.2% | +0.3% | -0.7% |
| 30D | +17.5% | -6.7% | +24.1% | +23.4% |
| 3M | +38.7% | -12.5% | +51.2% | +51.5% |
| 6M | +104.4% | +0.6% | +103.8% | +98.8% |
| YTD | -5.7% | +9.1% | -14.8% | -14.0% |
| 1Y | +3.7% | +26.2% | -22.5% | -16.0% |
| 3Y | +12.3% | +68.2% | -55.8% | -26.1% |
| 5Y | -68.8% | +163.9% | -232.7% | -82.5% |
| All | -39.0% | +239.6% | -278.6% | -66.6% |
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 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