+123.3%
MAR vs DT
-12.5%
+135.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +1.0% | -5.4% | +6.4% | +2.0% |
| 30D | +16.2% | -32.2% | +48.4% | +24.2% |
| 3M | +23.1% | -10.9% | +34.0% | +24.5% |
| 6M | +22.0% | +10.0% | +12.0% | +17.3% |
| YTD | +39.2% | +2.1% | +37.1% | +36.4% |
| 1Y | +48.3% | -5.5% | +53.8% | +48.8% |
| All | +123.3% | -12.5% | +135.7% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling