+199.8%
MPC vs DE
+88.0%
+111.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +11.2% | +0.3% | +11.0% | +11.2% |
| 30D | -14.5% | +3.6% | -18.1% | -15.3% |
| 3M | +16.7% | +10.2% | +6.4% | +13.2% |
| 6M | +67.6% | +16.6% | +51.0% | +58.9% |
| YTD | +157.9% | +45.8% | +112.1% | +120.5% |
| 1Y | +116.7% | +43.9% | +72.8% | +85.7% |
| 3Y | +199.8% | +89.6% | +110.1% | +129.1% |
| All | +199.8% | +88.0% | +111.7% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling