+183.1%
MAR vs DOW
-27.1%
+210.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.6% |
| 7D | +1.8% | +3.7% | -1.9% | +0.8% |
| 30D | +14.3% | +16.3% | -2.0% | +9.5% |
| 3M | +20.0% | +9.7% | +10.3% | +16.4% |
| 6M | +21.7% | -14.1% | +35.8% | +26.4% |
| YTD | +37.7% | +46.6% | -8.9% | +13.7% |
| 1Y | +46.8% | +56.8% | -10.0% | +17.6% |
| 3Y | +121.0% | -20.4% | +141.4% | +132.4% |
| 5Y | +183.1% | -27.4% | +210.5% | +219.8% |
| All | +183.1% | -27.1% | +210.2% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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