+582.3%
MPC vs DLR
+39.4%
+542.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -2.0% | +4.6% | +2.8% |
| 30D | -12.2% | +0.5% | -12.7% | -12.3% |
| 3M | +20.1% | -4.4% | +24.5% | +20.5% |
| 6M | +60.6% | -6.4% | +67.0% | +61.4% |
| YTD | +150.6% | +19.5% | +131.1% | +141.1% |
| 1Y | +104.7% | +10.5% | +94.1% | +99.5% |
| 3Y | +194.5% | +54.0% | +140.5% | +171.3% |
| 5Y | +582.3% | +39.7% | +542.6% | +493.5% |
| All | +582.3% | +39.4% | +542.9% | +493.5% |
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