+3,101.0%
MPC vs DE
+1,034.8%
+2,066.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.4% | +10.0% | -4.6% | -0.2% |
| 30D | +31.0% | +13.3% | +17.6% | +21.4% |
| 3M | +46.0% | +17.5% | +28.5% | +31.4% |
| 6M | +77.3% | +13.6% | +63.7% | +60.8% |
| YTD | +141.9% | +49.8% | +92.1% | +83.6% |
| 1Y | +120.9% | +47.9% | +73.0% | +68.0% |
| 3Y | +182.7% | +72.5% | +110.2% | +89.7% |
| 5Y | +646.4% | +90.2% | +556.2% | +346.4% |
| 10Y | +1,138.7% | +865.4% | +273.4% | +161.7% |
| All | +3,101.0% | +1,034.8% | +2,066.2% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling