+120.1%
DRAM vs MRSH
+6.1%
+114.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | -2.8% |
| 7D | +11.0% | -3.8% | +14.7% | +3.6% |
| 30D | +20.8% | -5.8% | +26.6% | +9.1% |
| 3M | +1.0% | +11.7% | -10.7% | +27.9% |
| All | +120.1% | +6.1% | +114.0% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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 · Available span rolling