+120.7%
MAR vs DRI
+70.6%
+50.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +0.2% | +3.1% | -2.9% | -1.0% |
| 30D | +14.0% | +16.2% | -2.2% | +7.7% |
| 3M | +18.1% | +8.4% | +9.7% | +14.2% |
| 6M | +18.6% | +19.0% | -0.4% | +10.3% |
| YTD | +35.3% | +28.8% | +6.4% | +21.1% |
| 1Y | +44.5% | +33.1% | +11.3% | +27.5% |
| 3Y | +120.7% | +70.8% | +49.9% | +66.0% |
| All | +120.7% | +70.6% | +50.1% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling