+35.3%
MDY vs DAR
-29.6%
+64.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +3.0% | +9.2% | -6.2% | +0.8% |
| 30D | +0.8% | -12.3% | +13.1% | +3.8% |
| 3M | -5.1% | -12.7% | +7.6% | -2.5% |
| 6M | +1.2% | -12.8% | +13.9% | +3.6% |
| YTD | +12.5% | +53.8% | -41.3% | -1.3% |
| 1Y | +13.8% | +60.3% | -46.5% | -1.4% |
| 3Y | +56.4% | +31.7% | +24.7% | +36.9% |
| 5Y | +35.3% | -27.7% | +63.1% | +41.5% |
| All | +35.3% | -29.6% | +64.9% | +41.5% |
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