+2,968.0%
MPC vs DLR
+416.5%
+2,551.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | -3.6% | -12.6% | -15.4% |
| 30D | -15.7% | -3.5% | -12.2% | -15.1% |
| 3M | +24.9% | -8.9% | +33.8% | +27.4% |
| 6M | +52.7% | -11.6% | +64.2% | +56.1% |
| YTD | +131.9% | +14.9% | +117.0% | +118.6% |
| 1Y | +96.6% | +6.4% | +90.2% | +89.5% |
| 3Y | +163.8% | +47.3% | +116.5% | +126.7% |
| 5Y | +533.1% | +32.8% | +500.3% | +448.4% |
| 10Y | +1,118.6% | +169.6% | +949.1% | +700.2% |
| All | +2,968.0% | +416.5% | +2,551.5% | +1,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling