+534.5%
MPC vs DD
+58.5%
+476.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -16.2% | +4.6% | -20.8% | -17.6% |
| 30D | -15.7% | +11.8% | -27.5% | -19.2% |
| 3M | +24.9% | +2.2% | +22.7% | +23.5% |
| 6M | +52.7% | -1.6% | +54.3% | +52.2% |
| YTD | +131.9% | +23.0% | +108.9% | +108.0% |
| 1Y | +96.6% | +26.9% | +69.7% | +73.8% |
| 3Y | +163.8% | +77.9% | +85.9% | +94.3% |
| All | +534.5% | +58.5% | +476.0% | +370.5% |
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 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