+41.5%
DRAM vs MPC
+53.1%
-11.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.2% |
| 7D | -18.2% | -16.2% | -2.0% | -18.8% |
| 30D | -34.5% | -15.7% | -18.8% | -35.0% |
| 3M | -23.6% | +24.9% | -48.5% | -21.1% |
| 6M | -19.3% | +52.7% | -71.9% | -10.7% |
| All | +41.5% | +53.1% | -11.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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