+183.5%
MAR vs DAR
-27.0%
+210.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.6% | +11.6% | -9.9% | -0.9% |
| 30D | +13.8% | -10.2% | +24.1% | +16.3% |
| 3M | +20.3% | -14.8% | +35.1% | +24.0% |
| 6M | +21.3% | -10.1% | +31.4% | +22.8% |
| YTD | +37.2% | +55.5% | -18.3% | +19.5% |
| 1Y | +48.4% | +61.7% | -13.2% | +27.8% |
| 3Y | +120.1% | +37.2% | +83.0% | +88.8% |
| All | +183.5% | -27.0% | +210.5% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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