+424.9%
MAR vs DG
+99.2%
+325.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -2.1% | -6.3% | +4.2% | -1.4% |
| 30D | -5.7% | +2.4% | -8.1% | -5.9% |
| 3M | -14.6% | +12.4% | -27.0% | -15.8% |
| 6M | +1.3% | -14.9% | +16.3% | +2.7% |
| YTD | +6.7% | -6.1% | +12.8% | +7.0% |
| 1Y | +26.4% | +17.9% | +8.6% | +23.5% |
| 3Y | +64.7% | +3.1% | +61.6% | +60.8% |
| 5Y | +153.1% | -38.7% | +191.7% | +168.1% |
| All | +424.9% | +99.2% | +325.7% | +336.6% |
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