+2,926.4%
V vs MAR
+1,220.1%
+1,706.3%
-51.9%
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% | -1.0% |
| 7D | -1.7% | -4.2% | +2.4% | 0.0% |
| 30D | +2.0% | -6.7% | +8.6% | +4.9% |
| 3M | +17.4% | -12.5% | +29.8% | +23.6% |
| 6M | +17.5% | +0.6% | +16.9% | +16.1% |
| YTD | +7.6% | +9.1% | -1.5% | +2.3% |
| 1Y | +7.7% | +26.2% | -18.5% | -4.1% |
| 3Y | +54.7% | +68.2% | -13.5% | +19.2% |
| 5Y | +73.0% | +163.9% | -90.9% | +7.0% |
| 10Y | +390.9% | +420.6% | -29.7% | +104.3% |
| All | +2,926.4% | +1,220.1% | +1,706.3% | +576.4% |
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