+287.6%
MP vs DAR
+137.2%
+150.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.9% |
| 7D | +9.5% | +11.6% | -2.1% | +3.6% |
| 30D | -3.0% | -10.2% | +7.3% | +2.2% |
| 3M | -30.4% | -14.8% | -15.5% | -25.3% |
| 6M | -39.2% | -10.1% | -29.1% | -37.0% |
| YTD | -23.3% | +55.5% | -78.8% | -41.1% |
| 1Y | -32.6% | +61.7% | -94.3% | -49.4% |
| 3Y | +159.3% | +37.2% | +122.1% | +100.6% |
| 5Y | -16.4% | -26.9% | +10.5% | -9.8% |
| All | +287.6% | +137.2% | +150.4% | +194.3% |
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