+1,079.5%
MPC vs D
+42.6%
+1,036.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -16.2% | +3.0% | -19.2% | -17.3% |
| 30D | -15.7% | +11.5% | -27.2% | -19.5% |
| 3M | +24.9% | +3.7% | +21.2% | +22.7% |
| 6M | +52.7% | +13.5% | +39.1% | +44.0% |
| YTD | +131.9% | +20.7% | +111.1% | +112.7% |
| 1Y | +96.6% | +18.2% | +78.4% | +81.7% |
| 3Y | +163.8% | +73.3% | +90.5% | +100.7% |
| 5Y | +533.1% | +12.3% | +520.9% | +484.5% |
| All | +1,079.5% | +42.6% | +1,036.9% | +999.1% |
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 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