+101.9%
MPC vs DD
+31.6%
+70.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +4.2% |
| 7D | -9.4% | +9.8% | -19.2% | -9.6% |
| 30D | -14.3% | +19.3% | -33.7% | -14.7% |
| 3M | +31.1% | +9.4% | +21.7% | +30.9% |
| 6M | +60.3% | +4.8% | +55.5% | +60.9% |
| YTD | +142.5% | +30.2% | +112.3% | +124.9% |
| All | +101.9% | +31.6% | +70.3% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling