-10.9%
MP vs DRI
+78.6%
-89.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +9.5% | +1.1% | +8.4% | +9.0% |
| 30D | -3.0% | +9.7% | -12.7% | -6.9% |
| 3M | -30.4% | +3.2% | -33.5% | -31.6% |
| 6M | -39.2% | +20.6% | -59.7% | -44.8% |
| YTD | -23.3% | +28.3% | -51.5% | -33.2% |
| 1Y | -32.6% | +34.5% | -67.2% | -42.9% |
| 3Y | +159.3% | +66.5% | +92.7% | +79.5% |
| All | -10.9% | +78.6% | -89.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling