+161.8%
MAR vs D
+5.6%
+156.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.2% | +1.5% | -5.6% | -4.4% |
| 30D | -6.7% | -2.6% | -4.1% | -6.3% |
| 3M | -12.5% | 0.0% | -12.5% | -12.5% |
| 6M | +0.6% | +7.4% | -6.8% | -0.9% |
| YTD | +9.1% | +15.9% | -6.8% | +6.1% |
| 1Y | +26.2% | +18.1% | +8.1% | +22.3% |
| 3Y | +68.2% | +58.4% | +9.8% | +54.0% |
| All | +161.8% | +5.6% | +156.3% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling