+264.6%
MP vs DLR
+59.7%
+204.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.9% | +1.5% |
| 7D | -3.6% | +0.3% | -4.0% | -3.8% |
| 30D | -21.0% | +1.2% | -22.2% | -21.3% |
| 3M | -33.3% | -4.8% | -28.5% | -32.0% |
| 6M | -45.9% | -6.1% | -39.8% | -45.0% |
| YTD | -27.8% | +19.3% | -47.1% | -32.8% |
| 1Y | -43.2% | +10.0% | -53.1% | -45.4% |
| 3Y | +144.0% | +53.8% | +90.3% | +105.0% |
| 5Y | -6.1% | +39.1% | -45.2% | -25.3% |
| All | +264.6% | +59.7% | +204.9% | +202.6% |
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