+62.6%
XYZ vs MAR
+120.6%
-58.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -1.1% | +1.6% | -2.7% | -2.3% |
| 30D | +11.5% | +13.8% | -2.3% | +1.7% |
| 3M | +1.8% | +20.3% | -18.5% | -11.0% |
| 6M | +21.2% | +21.3% | -0.1% | +3.9% |
| YTD | +29.9% | +37.2% | -7.3% | -1.1% |
| 1Y | +35.8% | +48.4% | -12.7% | -4.3% |
| 3Y | +62.6% | +120.1% | -57.5% | -9.2% |
| All | +62.6% | +120.6% | -58.1% | -9.2% |
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