-63.9%
XYZ vs MAR
+155.0%
-218.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +12.1% | +4.3% | +7.8% | +8.0% |
| 30D | +12.4% | +16.8% | -4.5% | -2.8% |
| 3M | +8.2% | +16.0% | -7.9% | -6.2% |
| 6M | +20.7% | +16.5% | +4.2% | +2.7% |
| YTD | +31.3% | +35.0% | -3.7% | -5.6% |
| 1Y | +20.5% | +49.4% | -28.9% | -22.9% |
| 3Y | +72.6% | +124.1% | -51.4% | -30.5% |
| All | -63.9% | +155.0% | -218.9% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling