+67.0%
MAR vs DG
+4.6%
+62.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | -0.5% | -4.8% | +4.3% | -0.4% |
| 30D | -4.7% | +1.8% | -6.4% | -4.7% |
| 3M | -15.6% | +14.5% | -30.1% | -15.9% |
| 6M | +1.2% | -13.6% | +14.8% | +1.1% |
| YTD | +7.5% | -4.8% | +12.3% | +7.3% |
| 1Y | +26.6% | +21.6% | +5.1% | +26.6% |
| All | +67.0% | +4.6% | +62.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2023-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling