+1,079.5%
MPC vs DLR
+166.0%
+913.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -16.2% | -3.6% | -12.6% | -15.5% |
| 30D | -15.7% | -3.5% | -12.2% | -15.2% |
| 3M | +24.9% | -8.9% | +33.8% | +27.1% |
| 6M | +52.7% | -11.6% | +64.2% | +55.7% |
| YTD | +131.9% | +14.9% | +117.0% | +119.7% |
| 1Y | +96.6% | +6.4% | +90.2% | +90.1% |
| 3Y | +163.8% | +47.3% | +116.5% | +129.6% |
| 5Y | +533.1% | +32.8% | +500.3% | +459.0% |
| All | +1,079.5% | +166.0% | +913.4% | +783.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling