+154.1%
MAR vs DG
-39.5%
+193.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | -0.5% | -4.8% | +4.3% | -0.1% |
| 30D | -4.7% | +1.8% | -6.4% | -4.8% |
| 3M | -15.6% | +14.5% | -30.1% | -16.6% |
| 6M | +1.2% | -13.6% | +14.8% | +2.0% |
| YTD | +7.5% | -4.8% | +12.3% | +7.5% |
| 1Y | +26.6% | +21.6% | +5.1% | +24.3% |
| 3Y | +66.0% | +4.5% | +61.5% | +64.1% |
| 5Y | +154.1% | -38.5% | +192.6% | +177.6% |
| All | +154.1% | -39.5% | +193.6% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling