+124.1%
MAR vs D
+79.5%
+44.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +4.3% | +3.0% | +1.3% | +3.9% |
| 30D | +16.8% | +11.5% | +5.3% | +15.0% |
| 3M | +16.0% | +3.7% | +12.3% | +15.4% |
| 6M | +16.5% | +13.5% | +2.9% | +13.9% |
| YTD | +35.0% | +20.7% | +14.3% | +30.8% |
| 1Y | +49.4% | +18.2% | +31.1% | +45.1% |
| 3Y | +124.1% | +73.3% | +50.8% | +106.6% |
| All | +124.1% | +79.5% | +44.5% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling