+3,101.0%
MPC vs DAR
+268.3%
+2,832.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +5.4% | +1.4% | +4.1% | +4.8% |
| 30D | +31.0% | +12.8% | +18.2% | +23.7% |
| 3M | +46.0% | +7.4% | +38.7% | +41.0% |
| 6M | +77.3% | +22.3% | +55.1% | +61.6% |
| YTD | +141.9% | +81.1% | +60.8% | +84.4% |
| 1Y | +120.9% | +106.5% | +14.4% | +57.0% |
| 3Y | +182.7% | +5.3% | +177.4% | +156.7% |
| 5Y | +646.4% | -11.5% | +658.0% | +598.6% |
| 10Y | +1,138.7% | +353.3% | +785.4% | +410.6% |
| All | +3,101.0% | +268.3% | +2,832.7% | +1,159.8% |
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