+1,892.2%
MAR vs DG
+617.0%
+1,275.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +1.8% | -2.5% | +4.2% | +2.2% |
| 30D | +14.3% | +7.7% | +6.6% | +12.8% |
| 3M | +20.0% | +13.1% | +6.9% | +17.3% |
| 6M | +21.7% | +32.0% | -10.3% | +15.8% |
| YTD | +37.7% | +3.3% | +34.4% | +35.9% |
| 1Y | +46.8% | +31.7% | +15.2% | +38.8% |
| 3Y | +121.0% | +21.7% | +99.3% | +104.6% |
| 5Y | +183.1% | -34.7% | +217.8% | +195.9% |
| 10Y | +532.4% | +106.7% | +425.7% | +374.3% |
| All | +1,892.2% | +617.0% | +1,275.2% | +835.6% |
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 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