+3,207.6%
MAR vs DAR
+506.7%
+2,700.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.8% |
| 7D | +2.9% | -3.8% | +6.7% | +3.2% |
| 30D | +17.0% | -14.4% | +31.5% | +18.8% |
| 3M | +23.2% | -17.9% | +41.1% | +25.3% |
| 6M | +21.7% | -18.3% | +40.0% | +23.7% |
| YTD | +38.9% | +43.2% | -4.4% | +33.1% |
| 1Y | +48.7% | +57.7% | -9.0% | +41.0% |
| 3Y | +122.9% | +22.7% | +100.2% | +114.0% |
| 5Y | +177.5% | -34.0% | +211.5% | +181.0% |
| 10Y | +537.5% | +279.5% | +258.1% | +454.5% |
| All | +3,207.6% | +506.7% | +2,700.8% | +2,718.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling