+580.0%
XYZ vs MAR
+411.9%
+168.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.7% |
| 7D | +2.9% | -1.7% | +4.6% | +4.1% |
| 30D | +1.4% | -6.9% | +8.3% | +6.3% |
| 3M | +14.6% | -15.8% | +30.4% | +27.7% |
| 6M | +20.8% | +1.9% | +18.8% | +18.0% |
| YTD | +23.1% | +6.6% | +16.5% | +15.6% |
| 1Y | +5.6% | +23.7% | -18.0% | -11.1% |
| 3Y | +50.9% | +64.6% | -13.7% | +6.4% |
| 5Y | -68.6% | +156.4% | -224.9% | -82.3% |
| 10Y | +580.0% | +415.4% | +164.6% | +139.8% |
| All | +580.0% | +411.9% | +168.1% | +139.8% |
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