+123.2%
MPC vs DE
+45.5%
+77.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +3.9% | +0.7% | +3.2% | +3.8% |
| 30D | +33.8% | +9.6% | +24.1% | +33.2% |
| 3M | +49.9% | +19.0% | +30.9% | +48.0% |
| 6M | +80.9% | +16.1% | +64.9% | +78.6% |
| YTD | +147.4% | +47.0% | +100.4% | +134.3% |
| 1Y | +123.2% | +43.1% | +80.1% | +112.5% |
| All | +123.2% | +45.5% | +77.7% | +112.5% |
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