+441.9%
MAR vs DRI
+348.4%
+93.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.7% |
| 7D | -0.5% | -4.8% | +4.3% | +2.0% |
| 30D | -4.7% | -3.9% | -0.7% | -2.9% |
| 3M | -15.6% | +5.1% | -20.7% | -18.1% |
| 6M | +1.2% | +5.5% | -4.3% | -2.3% |
| YTD | +7.5% | +16.5% | -9.0% | -1.9% |
| 1Y | +26.6% | +2.0% | +24.6% | +23.2% |
| 3Y | +66.0% | +54.5% | +11.5% | +27.0% |
| 5Y | +154.1% | +66.6% | +87.5% | +85.2% |
| 10Y | +441.9% | +353.6% | +88.2% | +139.7% |
| All | +441.9% | +348.4% | +93.4% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling