+3,310.4%
V vs MAR
+1,533.8%
+1,776.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | +4.3% | -2.1% | +0.4% |
| 30D | +13.6% | +16.8% | -3.2% | +6.4% |
| 3M | +14.3% | +16.0% | -1.7% | +7.2% |
| 6M | +33.1% | +16.5% | +16.6% | +24.0% |
| YTD | +21.2% | +35.0% | -13.8% | +5.2% |
| 1Y | +26.4% | +49.4% | -22.9% | +5.0% |
| 3Y | +77.6% | +124.1% | -46.5% | +21.3% |
| 5Y | +102.6% | +159.2% | -56.6% | +26.7% |
| 10Y | +464.4% | +553.9% | -89.5% | +113.2% |
| All | +3,310.4% | +1,533.8% | +1,776.6% | +596.0% |
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