+1,120.0%
MPC vs D
+35.0%
+1,085.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | +1.5% | +4.0% | +4.8% |
| 30D | +31.0% | -2.6% | +33.6% | +32.3% |
| 3M | +46.0% | 0.0% | +46.0% | +45.8% |
| 6M | +77.3% | +7.4% | +70.0% | +71.2% |
| YTD | +141.9% | +15.9% | +126.0% | +126.1% |
| 1Y | +120.9% | +18.1% | +102.8% | +104.2% |
| 3Y | +182.7% | +58.4% | +124.3% | +122.8% |
| 5Y | +646.4% | +5.2% | +641.2% | +609.2% |
| All | +1,120.0% | +35.0% | +1,085.0% | +1,011.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling