+2,677.7%
MDY vs DAR
+1,001.8%
+1,675.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | -1.5% | +12.8% | -14.3% | -2.6% |
| 3M | +0.8% | +7.4% | -6.6% | 0.0% |
| 6M | +7.4% | +22.3% | -14.8% | +5.3% |
| YTD | +15.2% | +81.1% | -65.9% | +9.2% |
| 1Y | +16.5% | +106.5% | -90.0% | +9.1% |
| 3Y | +46.8% | +5.3% | +41.5% | +43.8% |
| 5Y | +46.0% | -11.5% | +57.6% | +44.3% |
| 10Y | +172.1% | +353.3% | -181.3% | +138.4% |
| All | +2,677.7% | +1,001.8% | +1,675.9% | +2,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling