+52.5%
V vs MAR
+68.8%
-16.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | +1.9% | -6.9% | +8.8% | +4.1% |
| 3M | +15.5% | -15.8% | +31.4% | +21.5% |
| 6M | +16.6% | +1.9% | +14.7% | +14.6% |
| YTD | +5.7% | +6.6% | -0.9% | +2.0% |
| 1Y | +8.6% | +23.7% | -15.1% | -1.0% |
| 3Y | +52.5% | +64.6% | -12.1% | +26.6% |
| All | +52.5% | +68.8% | -16.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling