+127.0%
MP vs DLR
+44.1%
+82.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | -3.6% | -6.9% | -9.1% |
| 30D | -23.5% | -3.5% | -20.1% | -22.3% |
| 3M | -25.4% | -8.9% | -16.5% | -22.5% |
| 6M | -51.3% | -11.6% | -39.7% | -48.8% |
| YTD | -29.9% | +14.9% | -44.8% | -34.3% |
| 1Y | -31.8% | +6.4% | -38.3% | -33.9% |
| 3Y | +127.0% | +47.3% | +79.7% | +82.9% |
| All | +127.0% | +44.1% | +82.9% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling