+198.5%
MPC vs DD
+89.9%
+108.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +9.4% | +6.7% | +2.7% | +7.3% |
| 30D | -13.4% | +19.4% | -32.9% | -17.9% |
| 3M | +18.9% | +7.6% | +11.2% | +16.1% |
| 6M | +64.9% | +2.9% | +62.0% | +62.8% |
| YTD | +156.8% | +29.9% | +126.9% | +129.6% |
| 1Y | +113.2% | +28.6% | +84.5% | +91.1% |
| All | +198.5% | +89.9% | +108.5% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling