+534.5%
MPC vs DLR
+32.6%
+501.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -16.2% | -3.6% | -12.6% | -15.9% |
| 30D | -15.7% | -3.5% | -12.2% | -15.4% |
| 3M | +24.9% | -8.9% | +33.8% | +26.1% |
| 6M | +52.7% | -11.6% | +64.2% | +54.5% |
| YTD | +131.9% | +14.9% | +117.0% | +124.0% |
| 1Y | +96.6% | +6.4% | +90.2% | +92.4% |
| 3Y | +163.8% | +47.3% | +116.5% | +144.0% |
| All | +534.5% | +32.6% | +501.9% | +461.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling