+3,101.0%
MPC vs DD
+206.9%
+2,894.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +5.4% | -3.5% | +9.0% | +7.6% |
| 30D | +31.0% | -10.3% | +41.3% | +39.4% |
| 3M | +46.0% | -7.5% | +53.6% | +51.5% |
| 6M | +77.3% | -8.0% | +85.3% | +81.3% |
| YTD | +141.9% | +10.5% | +131.4% | +119.9% |
| 1Y | +120.9% | +38.3% | +82.6% | +72.0% |
| 3Y | +182.7% | +42.5% | +140.2% | +107.0% |
| 5Y | +646.4% | +60.2% | +586.3% | +385.3% |
| 10Y | +1,138.7% | +68.9% | +1,069.9% | +608.6% |
| All | +3,101.0% | +206.9% | +2,894.1% | +1,060.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling