+254.1%
MP vs DT
+3.6%
+250.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | -10.5% | -24.7% | +14.2% | +0.2% |
| 30D | -23.5% | -27.4% | +3.8% | -13.2% |
| 3M | -25.4% | -11.1% | -14.3% | -22.8% |
| 6M | -51.3% | +13.7% | -64.9% | -55.7% |
| YTD | -29.9% | +0.2% | -30.1% | -33.6% |
| 1Y | -31.8% | -5.7% | -26.2% | -33.4% |
| 3Y | +127.0% | -8.1% | +135.1% | +112.5% |
| 5Y | -3.3% | -43.1% | +39.8% | +10.2% |
| All | +254.1% | +3.6% | +250.5% | +205.5% |
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