+163.6%
MDY vs DAR
+307.1%
-143.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | +3.0% | +9.2% | -6.2% | +0.2% |
| 30D | +0.8% | -12.3% | +13.1% | +4.8% |
| 3M | -5.1% | -12.7% | +7.6% | -1.7% |
| 6M | +1.2% | -12.8% | +13.9% | +4.3% |
| YTD | +12.5% | +53.8% | -41.3% | -4.5% |
| 1Y | +13.8% | +60.3% | -46.5% | -5.0% |
| 3Y | +56.4% | +31.7% | +24.7% | +32.0% |
| 5Y | +35.3% | -27.7% | +63.1% | +37.0% |
| All | +163.6% | +307.1% | -143.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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