+57.4%
MAR vs DRI
+34.0%
+23.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.3% |
| 7D | +7.7% | +6.5% | +1.2% | +5.4% |
| 30D | +19.4% | +16.4% | +3.0% | +13.3% |
| 3M | +23.3% | +13.6% | +9.7% | +17.6% |
| 6M | +22.8% | +22.0% | +0.8% | +13.9% |
| YTD | +37.8% | +29.3% | +8.5% | +21.6% |
| 1Y | +57.4% | +32.0% | +25.3% | +36.4% |
| All | +57.4% | +34.0% | +23.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling