+1,135.3%
MPC vs DD
+99.0%
+1,036.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.9% |
| 7D | +2.6% | +3.2% | -0.7% | +0.7% |
| 30D | -12.2% | +20.3% | -32.5% | -21.6% |
| 3M | +20.1% | +8.2% | +11.9% | +13.7% |
| 6M | +60.6% | +3.4% | +57.2% | +54.5% |
| YTD | +150.6% | +30.6% | +119.9% | +104.7% |
| 1Y | +104.7% | +30.6% | +74.0% | +66.9% |
| 3Y | +194.5% | +91.1% | +103.4% | +78.0% |
| 5Y | +582.3% | +68.6% | +513.7% | +332.2% |
| 10Y | +1,135.3% | +99.9% | +1,035.4% | +404.5% |
| All | +1,135.3% | +99.0% | +1,036.3% | +404.5% |
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