+3,005.7%
MPC vs DAR
+186.4%
+2,819.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -2.5% |
| 7D | -12.8% | -8.1% | -4.7% | -9.2% |
| 30D | -12.7% | -17.1% | +4.4% | -4.8% |
| 3M | +27.1% | -12.3% | +39.4% | +34.8% |
| 6M | +45.8% | -21.8% | +67.6% | +62.8% |
| YTD | +134.7% | +40.8% | +93.9% | +100.9% |
| 1Y | +106.0% | +57.4% | +48.7% | +67.1% |
| 3Y | +165.5% | +12.1% | +153.4% | +134.3% |
| 5Y | +540.9% | -40.2% | +581.1% | +626.0% |
| 10Y | +1,133.6% | +280.1% | +853.6% | +455.6% |
| All | +3,005.7% | +186.4% | +2,819.2% | +1,272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling