+3,306.4%
V vs MAR
+1,536.5%
+1,769.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +9.5% | +14.0% | -4.5% | +3.6% |
| 3M | +16.7% | +18.1% | -1.4% | +8.6% |
| 6M | +32.9% | +18.6% | +14.4% | +22.9% |
| YTD | +21.1% | +35.3% | -14.2% | +5.0% |
| 1Y | +26.6% | +44.5% | -17.8% | +6.7% |
| 3Y | +78.4% | +120.7% | -42.4% | +22.7% |
| 5Y | +105.5% | +164.1% | -58.6% | +27.5% |
| 10Y | +444.2% | +515.5% | -71.2% | +111.3% |
| All | +3,306.4% | +1,536.5% | +1,769.9% | +594.7% |
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