+274.5%
MP vs DRI
+295.7%
-21.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.2% |
| 7D | +11.0% | -0.3% | +11.3% | +11.2% |
| 30D | -11.7% | +10.8% | -22.6% | -15.7% |
| 3M | -30.8% | +0.9% | -31.7% | -31.4% |
| 6M | -42.9% | +16.3% | -59.2% | -47.2% |
| YTD | -25.9% | +27.8% | -53.7% | -35.0% |
| 1Y | -37.3% | +33.9% | -71.1% | -46.3% |
| 3Y | +150.7% | +67.2% | +83.5% | +82.2% |
| 5Y | -19.3% | +79.0% | -98.3% | -44.6% |
| All | +274.5% | +295.7% | -21.2% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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