+46.0%
MDY vs DAR
-8.0%
+54.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -3.9% | +7.4% | -11.3% | -5.7% |
| 3M | 0.0% | +15.7% | -15.7% | -4.2% |
| 6M | +8.5% | +30.0% | -21.5% | +0.6% |
| YTD | +13.2% | +87.5% | -74.3% | -4.9% |
| 1Y | +15.0% | +113.4% | -98.3% | -7.3% |
| 3Y | +49.6% | +15.3% | +34.3% | +39.1% |
| 5Y | +46.0% | -4.3% | +50.3% | +37.8% |
| All | +46.0% | -8.0% | +54.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling