+1,135.3%
MPC vs DAR
+290.1%
+845.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.6% | +0.9% |
| 7D | +2.6% | +3.6% | -1.0% | +0.9% |
| 30D | -12.2% | -11.3% | -0.9% | -6.8% |
| 3M | +20.1% | -13.1% | +33.2% | +28.4% |
| 6M | +60.6% | -15.1% | +75.7% | +73.5% |
| YTD | +150.6% | +50.5% | +100.1% | +105.1% |
| 1Y | +104.7% | +57.9% | +46.7% | +63.1% |
| 3Y | +194.5% | +28.9% | +165.6% | +139.0% |
| 5Y | +582.3% | -31.4% | +613.7% | +632.1% |
| 10Y | +1,135.3% | +301.0% | +834.2% | +345.9% |
| All | +1,135.3% | +290.1% | +845.2% | +345.9% |
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