+57.3%
DRAM vs MP
-19.4%
+76.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -4.0% |
| 7D | +18.0% | +11.0% | +7.0% | +9.8% |
| 30D | -17.4% | -11.7% | -5.6% | -10.0% |
| 3M | -20.3% | -30.8% | +10.5% | +0.5% |
| 6M | -14.9% | -42.9% | +28.0% | +18.2% |
| All | +57.3% | -19.4% | +76.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling