+582.3%
MPC vs DAR
-31.4%
+613.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.6% | +1.6% |
| 7D | +2.6% | +3.6% | -1.0% | +1.3% |
| 30D | -12.2% | -11.3% | -0.9% | -8.2% |
| 3M | +20.1% | -13.1% | +33.2% | +26.3% |
| 6M | +60.6% | -15.1% | +75.7% | +70.1% |
| YTD | +150.6% | +50.5% | +100.1% | +119.4% |
| 1Y | +104.7% | +57.9% | +46.7% | +76.0% |
| 3Y | +194.5% | +28.9% | +165.6% | +158.1% |
| 5Y | +582.3% | -31.4% | +613.7% | +686.2% |
| All | +582.3% | -31.4% | +613.7% | +686.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling