+163.8%
MPC vs D
+79.5%
+84.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -16.2% | +3.0% | -19.2% | -16.5% |
| 30D | -15.7% | +11.5% | -27.2% | -17.0% |
| 3M | +24.9% | +3.7% | +21.2% | +24.3% |
| 6M | +52.7% | +13.5% | +39.1% | +49.4% |
| YTD | +131.9% | +20.7% | +111.1% | +124.3% |
| 1Y | +96.6% | +18.2% | +78.4% | +90.8% |
| 3Y | +163.8% | +73.3% | +90.5% | +137.2% |
| All | +163.8% | +79.5% | +84.2% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling