+533.2%
XYZ vs MAR
+414.4%
+118.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -4.2% | +3.2% | +1.9% |
| 30D | -1.7% | -6.7% | +5.0% | +2.9% |
| 3M | +16.7% | -12.5% | +29.2% | +26.7% |
| 6M | +26.9% | +0.6% | +26.3% | +25.1% |
| YTD | +27.1% | +9.1% | +18.0% | +17.6% |
| 1Y | +9.3% | +26.2% | -17.0% | -9.4% |
| 3Y | +42.3% | +68.2% | -25.9% | -1.5% |
| 5Y | -69.3% | +163.9% | -233.2% | -83.2% |
| 10Y | +586.8% | +420.6% | +166.2% | +119.9% |
| All | +533.2% | +414.4% | +118.8% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling