+443.0%
MP vs DTE
+88.2%
+354.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.7% | -0.5% | -0.1% | -0.5% |
| 3M | 0.0% | -6.0% | +6.0% | +1.5% |
| 6M | -10.0% | -7.2% | -2.7% | -8.6% |
| YTD | +7.5% | +7.2% | +0.3% | +2.6% |
| 1Y | -14.0% | +4.1% | -18.1% | -16.9% |
| 3Y | +153.5% | +46.9% | +106.6% | +116.0% |
| 5Y | +62.7% | +32.9% | +29.8% | +44.3% |
| All | +443.0% | +88.2% | +354.8% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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