+1,885.2%
MAR vs DG
+614.5%
+1,270.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +20.3% | +10.4% | +9.9% | +18.1% |
| 6M | +21.3% | +33.2% | -11.8% | +15.2% |
| YTD | +37.2% | +3.0% | +34.2% | +35.5% |
| 1Y | +48.4% | +31.2% | +17.2% | +40.4% |
| 3Y | +120.1% | +21.8% | +98.3% | +103.7% |
| 5Y | +182.1% | -35.0% | +217.0% | +195.1% |
| 10Y | +530.2% | +106.0% | +424.2% | +372.9% |
| All | +1,885.2% | +614.5% | +1,270.7% | +832.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling