+101.7%
MPC vs DD
+33.0%
+68.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -8.8% | +2.2% | -11.1% | -9.1% |
| 30D | -14.4% | +20.7% | -35.1% | -14.8% |
| 3M | +21.9% | +11.3% | +10.6% | +21.6% |
| 6M | +60.1% | +6.0% | +54.2% | +60.6% |
| YTD | +142.3% | +31.7% | +110.6% | +124.5% |
| 1Y | +101.7% | +32.2% | +69.5% | +85.8% |
| All | +101.7% | +33.0% | +68.7% | +85.8% |
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