+1,106.2%
MPC vs D
+42.1%
+1,064.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | -9.4% | +0.8% | -10.2% | -9.9% |
| 30D | -14.3% | +10.7% | -25.0% | -18.0% |
| 3M | +31.1% | +2.3% | +28.8% | +29.5% |
| 6M | +60.3% | +12.5% | +47.8% | +51.6% |
| YTD | +142.5% | +20.1% | +122.4% | +122.7% |
| 1Y | +104.6% | +15.6% | +89.0% | +90.6% |
| 3Y | +191.7% | +75.2% | +116.5% | +120.1% |
| 5Y | +549.2% | +14.6% | +534.6% | +491.5% |
| 10Y | +1,106.2% | +43.8% | +1,062.5% | +1,003.2% |
| All | +1,106.2% | +42.1% | +1,064.1% | +1,003.2% |
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