+96.6%
MPC vs DAR
+54.9%
+41.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -16.2% | -9.9% | -6.2% | -11.0% |
| 30D | -15.7% | -16.4% | +0.7% | -7.0% |
| 3M | +24.9% | -17.1% | +42.0% | +37.7% |
| 6M | +52.7% | -20.5% | +73.1% | +71.0% |
| YTD | +131.9% | +39.4% | +92.4% | +116.4% |
| 1Y | +96.6% | +57.2% | +39.4% | +74.1% |
| All | +96.6% | +54.9% | +41.7% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling