+1,171.8%
MPC vs DRI
+331.7%
+840.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +11.2% | +1.1% | +10.2% | +10.8% |
| 30D | -14.5% | +9.7% | -24.2% | -18.1% |
| 3M | +16.7% | +3.2% | +13.5% | +14.2% |
| 6M | +67.6% | +20.6% | +47.0% | +52.1% |
| YTD | +157.9% | +28.3% | +129.7% | +125.1% |
| 1Y | +116.7% | +34.5% | +82.1% | +84.5% |
| 3Y | +199.8% | +66.5% | +133.2% | +124.1% |
| 5Y | +604.4% | +79.6% | +524.8% | +392.8% |
| All | +1,171.8% | +331.7% | +840.0% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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