-15.1%
MP vs DTE
+39.5%
-54.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | -10.5% | -0.3% | -10.2% | -10.4% |
| 30D | -23.5% | +6.2% | -29.7% | -25.6% |
| 3M | -25.4% | -2.6% | -22.8% | -24.7% |
| 6M | -51.3% | -3.5% | -47.7% | -51.1% |
| YTD | -29.9% | +7.4% | -37.3% | -34.7% |
| 1Y | -31.8% | +4.2% | -36.0% | -35.3% |
| 3Y | +127.0% | +51.7% | +75.3% | +71.6% |
| All | -15.1% | +39.5% | -54.6% | -26.4% |
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