+127.0%
MP vs DRI
+66.4%
+60.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.1% |
| 7D | -10.5% | +2.8% | -13.3% | -11.0% |
| 30D | -23.5% | +13.3% | -36.8% | -25.4% |
| 3M | -25.4% | +8.2% | -33.6% | -26.6% |
| 6M | -51.3% | +17.5% | -68.8% | -53.0% |
| YTD | -29.9% | +26.9% | -56.8% | -33.9% |
| 1Y | -31.8% | +31.6% | -63.4% | -36.3% |
| 3Y | +127.0% | +67.0% | +60.0% | +58.9% |
| All | +127.0% | +66.4% | +60.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling