+191.7%
MPC vs DAR
+21.9%
+169.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +3.0% |
| 7D | -9.4% | -2.8% | -6.7% | -8.4% |
| 30D | -14.3% | -12.8% | -1.5% | -10.1% |
| 3M | +31.1% | -11.6% | +42.7% | +36.8% |
| 6M | +60.3% | -16.8% | +77.0% | +70.3% |
| YTD | +142.5% | +45.9% | +96.6% | +119.8% |
| 1Y | +104.6% | +61.5% | +43.1% | +79.9% |
| 3Y | +191.7% | +23.0% | +168.7% | +162.6% |
| All | +191.7% | +21.9% | +169.8% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling