+3,109.1%
MPC vs DE
+1,033.9%
+2,075.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.0% |
| 7D | -9.4% | +3.5% | -13.0% | -11.2% |
| 30D | -14.3% | +11.3% | -25.6% | -19.4% |
| 3M | +31.1% | +11.6% | +19.5% | +21.9% |
| 6M | +60.3% | +20.9% | +39.4% | +40.8% |
| YTD | +142.5% | +49.7% | +92.9% | +83.2% |
| 1Y | +104.6% | +49.5% | +55.1% | +54.0% |
| 3Y | +191.7% | +94.7% | +97.0% | +81.0% |
| 5Y | +549.2% | +107.4% | +441.9% | +266.1% |
| 10Y | +1,106.2% | +793.2% | +313.1% | +164.9% |
| All | +3,109.1% | +1,033.9% | +2,075.2% | +445.4% |
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