+188.1%
MAR vs DOW
-15.8%
+203.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +1.3% |
| 7D | -4.2% | -2.4% | -1.8% | -3.3% |
| 30D | -6.7% | +0.4% | -7.1% | -7.2% |
| 3M | -12.5% | -14.4% | +1.9% | -7.8% |
| 6M | +0.6% | -7.0% | +7.5% | -0.8% |
| YTD | +9.1% | +30.2% | -21.1% | -8.8% |
| 1Y | +26.2% | +29.2% | -3.0% | +4.1% |
| 3Y | +68.2% | -36.7% | +104.9% | +90.7% |
| 5Y | +163.9% | -37.7% | +201.6% | +196.9% |
| All | +188.1% | -15.8% | +203.9% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling