+1,171.8%
MPC vs D
+48.0%
+1,123.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.2% | -1.4% | +12.6% | +11.8% |
| 30D | -14.5% | +7.7% | -22.2% | -17.3% |
| 3M | +16.7% | -0.3% | +17.0% | +16.3% |
| 6M | +67.6% | +10.1% | +57.5% | +59.8% |
| YTD | +157.9% | +19.1% | +138.9% | +137.6% |
| 1Y | +116.7% | +15.9% | +100.8% | +101.5% |
| 3Y | +199.8% | +75.0% | +124.8% | +125.9% |
| 5Y | +604.4% | +13.4% | +591.0% | +544.7% |
| All | +1,171.8% | +48.0% | +1,123.8% | +1,061.4% |
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