+1,166.2%
MPC vs DD
+98.3%
+1,067.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +9.4% | +6.7% | +2.7% | +5.3% |
| 30D | -13.4% | +19.4% | -32.9% | -22.4% |
| 3M | +18.9% | +7.6% | +11.2% | +12.9% |
| 6M | +64.9% | +2.9% | +62.0% | +59.0% |
| YTD | +156.8% | +29.9% | +126.9% | +110.5% |
| 1Y | +113.2% | +28.6% | +84.5% | +75.5% |
| 3Y | +201.8% | +90.0% | +111.8% | +83.0% |
| 5Y | +601.4% | +68.1% | +533.2% | +344.7% |
| All | +1,166.2% | +98.3% | +1,067.9% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling