+2,498.9%
MAR vs DRI
+4,622.4%
-2,123.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | -4.2% | +0.6% | -4.7% | -4.4% |
| 30D | -6.7% | +3.8% | -10.5% | -8.4% |
| 3M | -12.5% | +13.0% | -25.5% | -17.4% |
| 6M | +0.6% | +8.3% | -7.7% | -3.5% |
| YTD | +9.1% | +20.6% | -11.5% | -0.5% |
| 1Y | +26.2% | +6.5% | +19.8% | +21.1% |
| 3Y | +68.2% | +53.7% | +14.4% | +35.2% |
| 5Y | +163.9% | +72.7% | +91.2% | +101.1% |
| 10Y | +420.6% | +363.2% | +57.4% | +145.1% |
| All | +2,498.9% | +4,622.4% | -2,123.5% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling