+164.1%
MAR vs DRI
+76.5%
+87.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | +0.2% | +3.1% | -2.9% | -1.4% |
| 30D | +14.0% | +16.2% | -2.2% | +5.3% |
| 3M | +18.1% | +8.4% | +9.7% | +12.6% |
| 6M | +18.6% | +19.0% | -0.4% | +7.0% |
| YTD | +35.3% | +28.8% | +6.4% | +15.7% |
| 1Y | +44.5% | +33.1% | +11.3% | +21.1% |
| 3Y | +120.7% | +70.8% | +49.9% | +52.4% |
| 5Y | +164.1% | +74.2% | +89.8% | +80.1% |
| All | +164.1% | +76.5% | +87.6% | +80.1% |
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