+2,968.0%
MPC vs DD
+241.7%
+2,726.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -16.2% | +4.6% | -20.8% | -18.6% |
| 30D | -15.7% | +11.8% | -27.5% | -21.4% |
| 3M | +24.9% | +2.2% | +22.7% | +22.3% |
| 6M | +52.7% | -1.6% | +54.3% | +51.0% |
| YTD | +131.9% | +23.0% | +108.9% | +96.5% |
| 1Y | +96.6% | +26.9% | +69.7% | +63.2% |
| 3Y | +163.8% | +77.9% | +85.9% | +68.4% |
| 5Y | +533.1% | +59.9% | +473.2% | +317.2% |
| 10Y | +1,118.6% | +90.1% | +1,028.6% | +545.8% |
| All | +2,968.0% | +241.7% | +2,726.2% | +937.1% |
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