+498.8%
MAR vs D
+48.0%
+450.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | +13.8% | +7.7% | +6.1% | +12.1% |
| 3M | +20.3% | -0.3% | +20.6% | +20.2% |
| 6M | +21.3% | +10.1% | +11.3% | +18.7% |
| YTD | +37.2% | +19.1% | +18.1% | +31.9% |
| 1Y | +48.4% | +15.9% | +32.5% | +43.5% |
| 3Y | +120.1% | +75.0% | +45.1% | +93.4% |
| 5Y | +182.1% | +13.4% | +168.7% | +170.7% |
| All | +498.8% | +48.0% | +450.8% | +480.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling