+117.2%
MPC vs DE
+49.6%
+67.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.7% | -8.2% |
| 7D | -10.9% | +5.6% | -16.5% | -11.1% |
| 30D | -9.4% | -0.8% | -8.6% | -9.5% |
| 3M | +26.0% | +9.8% | +16.1% | +25.4% |
| 6M | +56.5% | +17.5% | +39.0% | +54.8% |
| YTD | +144.3% | +46.5% | +97.8% | +133.4% |
| 1Y | +117.2% | +46.1% | +71.1% | +108.5% |
| All | +117.2% | +49.6% | +67.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling