+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 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +31.0% | -3.6% | +34.5% | +32.8% |
| 3M | +46.0% | -1.0% | +47.0% | +46.4% |
| 6M | +77.3% | +6.3% | +71.0% | +71.8% |
| YTD | +141.9% | +14.7% | +127.2% | +126.9% |
| 1Y | +120.9% | +16.9% | +104.0% | +105.0% |
| 3Y | +182.7% | +56.8% | +125.9% | +123.6% |
| 5Y | +646.4% | +5.2% | +641.2% | +607.9% |
| All | +1,120.0% | +35.0% | +1,085.0% | +1,009.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling