+2,460.4%
MAR vs DGX
+8,371.2%
-5,910.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -4.7% | -0.9% | -3.7% | -4.4% |
| 3M | -15.6% | +15.6% | -31.2% | -19.2% |
| 6M | +1.2% | +17.8% | -16.6% | -3.7% |
| YTD | +7.5% | +37.5% | -30.0% | -2.2% |
| 1Y | +26.6% | +31.2% | -4.5% | +16.5% |
| 3Y | +66.0% | +96.6% | -30.6% | +34.2% |
| 5Y | +154.1% | +64.9% | +89.2% | +113.2% |
| 10Y | +441.9% | +254.6% | +187.3% | +253.5% |
| All | +2,460.4% | +8,371.2% | -5,910.8% | +993.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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