+1,098.3%
MPC vs DE
+783.8%
+314.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -8.8% | +3.3% | -12.1% | -10.5% |
| 30D | -14.4% | +10.7% | -25.1% | -19.2% |
| 3M | +21.9% | +13.1% | +8.8% | +12.7% |
| 6M | +60.1% | +20.2% | +39.9% | +41.2% |
| YTD | +142.3% | +48.9% | +93.4% | +83.4% |
| 1Y | +101.7% | +46.6% | +55.1% | +53.5% |
| 3Y | +184.8% | +91.4% | +93.4% | +77.4% |
| 5Y | +564.6% | +108.1% | +456.5% | +267.1% |
| 10Y | +1,098.3% | +782.7% | +315.6% | +205.3% |
| All | +1,098.3% | +783.8% | +314.6% | +205.3% |
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