+58.1%
MP vs DLR
+33.9%
+24.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | +1.6% | -4.4% | -3.6% |
| 30D | +13.8% | -3.4% | +17.2% | +15.5% |
| 3M | -16.7% | +0.5% | -17.2% | -17.7% |
| 6M | -11.5% | +4.6% | -16.0% | -14.0% |
| YTD | +7.9% | +23.4% | -15.5% | -3.5% |
| 1Y | -15.0% | +19.0% | -34.1% | -22.8% |
| 3Y | +153.5% | +56.5% | +97.0% | +95.0% |
| All | +58.1% | +33.9% | +24.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling