+185.4%
MAR vs DT
-39.8%
+225.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +1.0% | -5.4% | +6.4% | +2.3% |
| 30D | +16.2% | -32.2% | +48.4% | +26.5% |
| 3M | +23.1% | -10.9% | +34.0% | +25.1% |
| 6M | +22.0% | +10.0% | +12.0% | +16.7% |
| YTD | +39.2% | +2.1% | +37.1% | +34.5% |
| 1Y | +48.3% | -5.5% | +53.8% | +46.4% |
| 3Y | +123.4% | -12.4% | +135.8% | +121.7% |
| 5Y | +185.4% | -39.7% | +225.1% | +202.1% |
| All | +185.4% | -39.8% | +225.2% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling