+156.4%
MAR vs DRI
+70.3%
+86.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.1% |
| 30D | -6.9% | -0.4% | -6.5% | -6.9% |
| 3M | -15.8% | +9.5% | -25.3% | -20.3% |
| 6M | +1.9% | +6.5% | -4.5% | -2.3% |
| YTD | +6.6% | +18.4% | -11.8% | -4.3% |
| 1Y | +23.7% | +4.2% | +19.5% | +18.7% |
| 3Y | +64.6% | +57.1% | +7.5% | +19.4% |
| 5Y | +156.4% | +70.4% | +85.9% | +71.1% |
| All | +156.4% | +70.3% | +86.0% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling