+3,214.7%
MAR vs DRI
+4,925.6%
-1,711.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | +16.2% | +14.7% | +1.5% | +9.4% |
| 3M | +23.1% | +5.4% | +17.6% | +19.8% |
| 6M | +22.0% | +18.8% | +3.1% | +12.3% |
| YTD | +39.2% | +28.4% | +10.8% | +23.2% |
| 1Y | +48.3% | +37.7% | +10.6% | +27.2% |
| 3Y | +123.4% | +68.0% | +55.4% | +72.4% |
| 5Y | +185.4% | +78.8% | +106.6% | +113.9% |
| 10Y | +539.2% | +334.2% | +205.0% | +207.5% |
| All | +3,214.7% | +4,925.6% | -1,711.0% | +539.5% |
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