+159.3%
MP vs DTE
+57.1%
+102.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +3.4% | +6.0% | +8.1% |
| 30D | -3.0% | +8.9% | -11.9% | -5.9% |
| 3M | -30.4% | +1.1% | -31.4% | -30.7% |
| 6M | -39.2% | +0.1% | -39.3% | -40.1% |
| YTD | -23.3% | +11.1% | -34.3% | -30.4% |
| 1Y | -32.6% | +4.9% | -37.6% | -36.4% |
| 3Y | +159.3% | +58.6% | +100.7% | +52.2% |
| All | +159.3% | +57.1% | +102.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling