-15.1%
MP vs DRI
+74.0%
-89.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.4% |
| 7D | -10.5% | +2.8% | -13.3% | -11.8% |
| 30D | -23.5% | +13.3% | -36.8% | -27.9% |
| 3M | -25.4% | +8.2% | -33.6% | -28.4% |
| 6M | -51.3% | +17.5% | -68.8% | -55.4% |
| YTD | -29.9% | +26.9% | -56.8% | -38.8% |
| 1Y | -31.8% | +31.6% | -63.4% | -41.9% |
| 3Y | +127.0% | +67.0% | +60.0% | +55.4% |
| All | -15.1% | +74.0% | -89.1% | -44.0% |
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 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