+153.6%
MAR vs DT
+101.6%
+52.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.1% |
| 7D | -2.1% | -2.5% | +0.5% | -1.5% |
| 30D | -5.7% | +3.5% | -9.2% | -6.7% |
| 3M | -14.6% | +26.7% | -41.3% | -20.1% |
| 6M | +1.3% | +36.1% | -34.8% | -8.1% |
| YTD | +6.7% | +18.6% | -11.9% | -0.1% |
| 1Y | +26.4% | +7.9% | +18.6% | +21.1% |
| 3Y | +64.7% | +8.6% | +56.2% | +55.2% |
| 5Y | +153.1% | -26.7% | +179.7% | +150.9% |
| All | +153.6% | +101.6% | +52.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling