-7.8%
MP vs DAR
-40.1%
+32.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -3.0% | -4.5% |
| 7D | -19.0% | -8.1% | -10.9% | -15.3% |
| 30D | -30.5% | -17.1% | -13.4% | -23.7% |
| 3M | -29.6% | -12.3% | -17.3% | -25.8% |
| 6M | -50.4% | -21.8% | -28.6% | -44.7% |
| YTD | -33.2% | +40.8% | -74.0% | -46.6% |
| 1Y | -38.6% | +57.4% | -95.9% | -54.0% |
| 3Y | +105.5% | +12.1% | +93.4% | +76.8% |
| 5Y | -7.8% | -40.2% | +32.4% | +12.3% |
| All | -7.8% | -40.1% | +32.3% | +12.3% |
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 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