+58.1%
MP vs DTE
+33.5%
+24.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +13.8% | -2.6% | +16.4% | +14.9% |
| 3M | -16.7% | -3.9% | -12.8% | -16.2% |
| 6M | -11.5% | -7.9% | -3.6% | -9.5% |
| YTD | +7.9% | +7.2% | +0.8% | +1.2% |
| 1Y | -15.0% | +3.1% | -18.1% | -18.6% |
| 3Y | +153.5% | +47.6% | +105.9% | +99.6% |
| All | +58.1% | +33.5% | +24.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling