+287.6%
MP vs DLR
+58.9%
+228.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.2% |
| 7D | +9.5% | +3.3% | +6.1% | +8.1% |
| 30D | -3.0% | +4.6% | -7.6% | -4.5% |
| 3M | -30.4% | -8.3% | -22.1% | -28.1% |
| 6M | -39.2% | -5.6% | -33.6% | -38.2% |
| YTD | -23.3% | +18.7% | -42.0% | -28.4% |
| 1Y | -32.6% | +17.1% | -49.7% | -36.7% |
| 3Y | +159.3% | +54.4% | +104.9% | +117.6% |
| 5Y | -16.4% | +36.5% | -52.9% | -33.5% |
| All | +287.6% | +58.9% | +228.7% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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