+601.0%
MPC vs DD
+67.2%
+533.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +11.2% | +5.0% | +6.3% | +9.3% |
| 30D | -14.5% | +19.7% | -34.2% | -20.1% |
| 3M | +16.7% | +7.2% | +9.5% | +13.4% |
| 6M | +67.6% | +1.0% | +66.5% | +65.6% |
| YTD | +157.9% | +29.1% | +128.8% | +127.4% |
| 1Y | +116.7% | +28.5% | +88.2% | +91.2% |
| 3Y | +199.8% | +89.4% | +110.3% | +115.5% |
| All | +601.0% | +67.2% | +533.8% | +406.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling