+498.8%
MAR vs DG
+105.2%
+393.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +13.8% | +3.2% | +10.6% | +13.3% |
| 3M | +20.3% | +10.4% | +9.9% | +18.8% |
| 6M | +21.3% | +33.2% | -11.8% | +17.4% |
| YTD | +37.2% | +3.0% | +34.2% | +36.1% |
| 1Y | +48.4% | +31.2% | +17.2% | +43.4% |
| 3Y | +120.1% | +21.8% | +98.3% | +110.2% |
| 5Y | +182.1% | -35.0% | +217.0% | +197.2% |
| All | +498.8% | +105.2% | +393.6% | +411.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling