-50.4%
MP vs DRI
+21.0%
-71.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -6.1% |
| 7D | -19.0% | +3.7% | -22.7% | -18.8% |
| 30D | -30.5% | +13.5% | -44.0% | -30.5% |
| 3M | -29.6% | +10.4% | -40.0% | -29.2% |
| 6M | -50.4% | +19.5% | -69.9% | -49.7% |
| All | -50.4% | +21.0% | -71.4% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling