+445.3%
MP vs DRI
+273.5%
+171.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -2.9% | +0.6% | -3.4% | -3.1% |
| 30D | +13.8% | +3.8% | +10.0% | +11.8% |
| 3M | -16.7% | +13.0% | -29.7% | -21.8% |
| 6M | -11.5% | +8.3% | -19.8% | -15.6% |
| YTD | +7.9% | +20.6% | -12.7% | -2.6% |
| 1Y | -15.0% | +6.5% | -21.5% | -19.3% |
| 3Y | +153.5% | +53.7% | +99.8% | +92.3% |
| 5Y | +58.7% | +72.7% | -14.0% | +10.8% |
| All | +445.3% | +273.5% | +171.8% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling