+638.0%
XYZ vs MAR
+540.7%
+97.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +14.9% | +0.2% | +14.7% | +15.0% |
| 30D | +14.7% | +14.0% | +0.6% | +5.2% |
| 3M | +12.1% | +18.1% | -6.0% | +0.2% |
| 6M | +18.3% | +18.6% | -0.3% | +4.6% |
| YTD | +36.1% | +35.3% | +0.8% | +9.0% |
| 1Y | +35.3% | +44.5% | -9.2% | +3.3% |
| 3Y | +73.5% | +120.7% | -47.2% | +0.5% |
| 5Y | -61.6% | +164.1% | -225.7% | -79.5% |
| 10Y | +638.0% | +515.5% | +122.5% | +137.0% |
| All | +638.0% | +540.7% | +97.3% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling