+101.7%
MPC vs DE
+48.3%
+53.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -8.8% | +3.3% | -12.1% | -8.9% |
| 30D | -14.4% | +10.7% | -25.1% | -14.7% |
| 3M | +21.9% | +13.1% | +8.8% | +21.3% |
| 6M | +60.1% | +20.2% | +39.9% | +58.2% |
| YTD | +142.3% | +48.9% | +93.4% | +132.0% |
| 1Y | +101.7% | +46.6% | +55.1% | +93.6% |
| All | +101.7% | +48.3% | +53.4% | +93.6% |
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