+259.1%
MP vs DLR
+63.2%
+195.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.6% | -6.0% |
| 7D | -12.5% | +2.8% | -15.4% | -13.5% |
| 30D | -23.3% | +2.8% | -26.1% | -24.1% |
| 3M | -24.4% | -4.0% | -20.4% | -23.2% |
| 6M | -45.8% | -5.6% | -40.2% | -44.9% |
| YTD | -28.9% | +21.9% | -50.9% | -34.4% |
| 1Y | -34.6% | +13.0% | -47.6% | -37.8% |
| 3Y | +118.7% | +52.2% | +66.4% | +84.1% |
| 5Y | -3.1% | +40.3% | -43.4% | -23.7% |
| All | +259.1% | +63.2% | +195.9% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling