+264.6%
MP vs DTE
+94.0%
+170.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.1% |
| 7D | -3.6% | +3.5% | -7.1% | -4.7% |
| 30D | -21.0% | +9.5% | -30.5% | -23.2% |
| 3M | -33.3% | +2.5% | -35.8% | -33.9% |
| 6M | -45.9% | +0.6% | -46.5% | -46.6% |
| YTD | -27.8% | +10.5% | -38.3% | -31.8% |
| 1Y | -43.2% | +3.3% | -46.5% | -44.8% |
| 3Y | +144.0% | +56.3% | +87.8% | +104.2% |
| 5Y | -6.1% | +44.9% | -51.0% | -17.1% |
| All | +264.6% | +94.0% | +170.6% | +181.3% |
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