+6.2%
DRAM vs MP
-48.0%
+54.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.2% | -1.7% |
| 7D | -16.6% | -12.5% | -4.1% | -8.3% |
| 30D | -26.9% | -23.3% | -3.5% | -12.1% |
| 3M | -17.8% | -24.4% | +6.5% | -4.4% |
| 6M | +6.2% | -45.8% | +52.0% | +62.8% |
| All | +6.2% | -48.0% | +54.2% | +62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling