+445.3%
MP vs D
+5.0%
+440.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +1.5% | -4.3% | -3.1% |
| 30D | +13.8% | -2.6% | +16.4% | +14.3% |
| 3M | -16.7% | 0.0% | -16.7% | -16.9% |
| 6M | -11.5% | +7.4% | -18.8% | -13.1% |
| YTD | +7.9% | +15.9% | -7.9% | +4.1% |
| 1Y | -15.0% | +18.1% | -33.2% | -18.5% |
| 3Y | +153.5% | +58.4% | +95.1% | +125.1% |
| 5Y | +58.7% | +5.2% | +53.5% | +43.4% |
| All | +445.3% | +5.0% | +440.3% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling