+1,106.2%
MPC vs DAR
+288.2%
+818.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +2.3% |
| 7D | -9.4% | -2.8% | -6.7% | -8.0% |
| 30D | -14.3% | -12.8% | -1.5% | -8.2% |
| 3M | +31.1% | -11.6% | +42.7% | +39.2% |
| 6M | +60.3% | -16.8% | +77.0% | +74.9% |
| YTD | +142.5% | +45.9% | +96.6% | +101.6% |
| 1Y | +104.6% | +61.5% | +43.1% | +61.3% |
| 3Y | +191.7% | +23.0% | +168.7% | +142.6% |
| 5Y | +549.2% | -35.8% | +585.1% | +623.2% |
| 10Y | +1,106.2% | +280.4% | +825.8% | +344.7% |
| All | +1,106.2% | +288.2% | +818.0% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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