+167.0%
MPC vs D
+82.3%
+84.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | -12.8% | +6.9% | -19.7% | -13.5% |
| 30D | -12.7% | +12.3% | -25.1% | -14.1% |
| 3M | +27.1% | +3.0% | +24.0% | +26.6% |
| 6M | +45.8% | +12.8% | +33.0% | +43.0% |
| YTD | +134.7% | +22.6% | +112.1% | +126.7% |
| 1Y | +106.0% | +21.7% | +84.4% | +99.2% |
| All | +167.0% | +82.3% | +84.8% | +139.7% |
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