+1,174.7%
MPC vs DE
+852.3%
+322.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +3.2% | -3.0% | +6.2% | +5.0% |
| 30D | +25.0% | +11.1% | +13.9% | +17.3% |
| 3M | +55.2% | +17.6% | +37.6% | +39.5% |
| 6M | +86.4% | +13.6% | +72.8% | +69.0% |
| YTD | +148.5% | +46.3% | +102.2% | +90.7% |
| 1Y | +121.7% | +44.2% | +77.5% | +70.7% |
| 3Y | +172.9% | +76.6% | +96.3% | +79.0% |
| 5Y | +679.9% | +98.2% | +581.7% | +344.4% |
| 10Y | +1,174.7% | +863.5% | +311.2% | +170.1% |
| All | +1,174.7% | +852.3% | +322.4% | +170.1% |
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