+13,824.2%
MA vs DD
+232.2%
+13,591.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.7% | -3.5% | +0.8% | -1.2% |
| 30D | +1.5% | -10.3% | +11.8% | +6.1% |
| 3M | +20.4% | -7.5% | +28.0% | +23.9% |
| 6M | +11.1% | -8.0% | +19.1% | +13.3% |
| YTD | +2.0% | +10.5% | -8.5% | -4.5% |
| 1Y | -2.2% | +38.3% | -40.4% | -17.3% |
| 3Y | +41.9% | +42.5% | -0.6% | +14.0% |
| 5Y | +75.4% | +60.2% | +15.2% | +31.2% |
| 10Y | +527.5% | +68.9% | +458.7% | +321.2% |
| All | +13,824.2% | +232.2% | +13,591.9% | +7,476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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