-31.8%
MP vs DAR
+54.9%
-86.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.2% |
| 7D | -10.5% | -9.9% | -0.6% | -8.1% |
| 30D | -23.5% | -16.4% | -7.2% | -20.2% |
| 3M | -25.4% | -17.1% | -8.4% | -22.8% |
| 6M | -51.3% | -20.5% | -30.8% | -48.6% |
| YTD | -29.9% | +39.4% | -69.3% | -41.1% |
| 1Y | -31.8% | +57.2% | -89.1% | -45.4% |
| All | -31.8% | +54.9% | -86.7% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling