+3,298.1%
MPC vs DLR
+444.0%
+2,854.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | +9.4% | +5.0% | +4.4% | +8.0% |
| 30D | -13.4% | +3.0% | -16.4% | -14.3% |
| 3M | +18.9% | -6.3% | +25.1% | +20.4% |
| 6M | +64.9% | -4.8% | +69.7% | +65.3% |
| YTD | +156.8% | +21.0% | +135.8% | +139.0% |
| 1Y | +113.2% | +15.1% | +98.0% | +101.1% |
| 3Y | +201.8% | +56.0% | +145.8% | +155.5% |
| 5Y | +601.4% | +39.1% | +562.2% | +500.6% |
| 10Y | +1,166.0% | +193.3% | +972.7% | +712.5% |
| All | +3,298.1% | +444.0% | +2,854.2% | +1,384.1% |
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