+1,166.2%
MPC vs DE
+768.7%
+397.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.5% |
| 7D | +9.4% | +2.3% | +7.1% | +8.0% |
| 30D | -13.4% | +4.4% | -17.9% | -15.6% |
| 3M | +18.9% | +9.8% | +9.1% | +11.7% |
| 6M | +64.9% | +15.8% | +49.1% | +48.5% |
| YTD | +156.8% | +47.0% | +109.9% | +95.7% |
| 1Y | +113.2% | +42.8% | +70.4% | +64.7% |
| 3Y | +201.8% | +88.9% | +112.9% | +89.3% |
| 5Y | +601.4% | +101.9% | +499.5% | +295.2% |
| All | +1,166.2% | +768.7% | +397.5% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling