-7.8%
MP vs DRI
+77.7%
-85.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.7% |
| 7D | -19.0% | +3.7% | -22.7% | -20.4% |
| 30D | -30.5% | +13.5% | -44.0% | -34.4% |
| 3M | -29.6% | +10.4% | -40.0% | -32.9% |
| 6M | -50.4% | +19.5% | -69.9% | -54.9% |
| YTD | -33.2% | +28.2% | -61.4% | -41.9% |
| 1Y | -38.6% | +31.0% | -69.6% | -47.4% |
| 3Y | +105.5% | +67.1% | +38.4% | +41.6% |
| 5Y | -7.8% | +74.7% | -82.5% | -39.1% |
| All | -7.8% | +77.7% | -85.5% | -39.1% |
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