+1,079.5%
MPC vs DAR
+268.8%
+810.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -16.2% | -9.9% | -6.2% | -11.7% |
| 30D | -15.7% | -16.4% | +0.7% | -7.9% |
| 3M | +24.9% | -17.1% | +42.0% | +36.8% |
| 6M | +52.7% | -20.5% | +73.1% | +70.3% |
| YTD | +131.9% | +39.4% | +92.4% | +97.1% |
| 1Y | +96.6% | +57.2% | +39.4% | +57.0% |
| 3Y | +163.8% | +13.9% | +149.9% | +128.2% |
| 5Y | +533.1% | -40.8% | +573.9% | +636.9% |
| All | +1,079.5% | +268.8% | +810.7% | +344.2% |
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