+87.9%
VUG vs MAR
+68.8%
+19.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | +0.9% | -1.7% | +2.6% | +1.5% |
| 30D | -1.4% | -6.9% | +5.5% | +1.2% |
| 3M | +2.3% | -15.8% | +18.2% | +9.0% |
| 6M | +15.7% | +1.9% | +13.7% | +13.0% |
| YTD | +8.6% | +6.6% | +2.0% | +3.4% |
| 1Y | +14.1% | +23.7% | -9.6% | +0.4% |
| 3Y | +87.9% | +64.6% | +23.3% | +42.3% |
| All | +87.9% | +68.8% | +19.1% | +42.3% |
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