+267.3%
MP vs DT
+5.5%
+261.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +2.3% | -5.4% | +7.7% | +4.8% |
| 30D | -15.3% | -32.2% | +16.9% | -0.8% |
| 3M | -33.5% | -10.9% | -22.6% | -31.3% |
| 6M | -45.5% | +10.0% | -55.5% | -49.5% |
| YTD | -27.3% | +2.1% | -29.4% | -31.6% |
| 1Y | -40.7% | -5.5% | -35.2% | -42.1% |
| 3Y | +145.9% | -12.4% | +158.3% | +137.0% |
| 5Y | -13.9% | -39.7% | +25.8% | -4.7% |
| All | +267.3% | +5.5% | +261.8% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling