+2,498.9%
MAR vs D
+967.6%
+1,531.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -4.2% | +1.5% | -5.6% | -4.7% |
| 30D | -6.7% | -2.6% | -4.1% | -5.8% |
| 3M | -12.5% | 0.0% | -12.5% | -12.6% |
| 6M | +0.6% | +7.4% | -6.8% | -2.4% |
| YTD | +9.1% | +15.9% | -6.8% | +3.0% |
| 1Y | +26.2% | +18.1% | +8.1% | +18.1% |
| 3Y | +68.2% | +58.4% | +9.8% | +38.1% |
| 5Y | +163.9% | +5.2% | +158.7% | +148.8% |
| 10Y | +420.6% | +35.9% | +384.7% | +315.9% |
| All | +2,498.9% | +967.6% | +1,531.4% | +832.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling