+498.8%
MAR vs DRI
+331.7%
+167.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +1.6% | +1.1% | +0.6% | +1.0% |
| 30D | +13.8% | +9.7% | +4.1% | +8.5% |
| 3M | +20.3% | +3.2% | +17.1% | +17.8% |
| 6M | +21.3% | +20.6% | +0.8% | +9.3% |
| YTD | +37.2% | +28.3% | +9.0% | +18.8% |
| 1Y | +48.4% | +34.5% | +13.9% | +25.3% |
| 3Y | +120.1% | +66.5% | +53.6% | +61.7% |
| 5Y | +182.1% | +79.6% | +102.4% | +97.4% |
| All | +498.8% | +331.7% | +167.1% | +177.1% |
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