+1,120.0%
MPC vs DRI
+361.6%
+758.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | +0.6% | +4.9% | +5.2% |
| 30D | +31.0% | +3.8% | +27.1% | +28.7% |
| 3M | +46.0% | +13.0% | +33.0% | +37.3% |
| 6M | +77.3% | +8.3% | +69.0% | +68.6% |
| YTD | +141.9% | +20.6% | +121.3% | +118.1% |
| 1Y | +120.9% | +6.5% | +114.5% | +109.3% |
| 3Y | +182.7% | +53.7% | +129.0% | +119.7% |
| 5Y | +646.4% | +72.7% | +573.8% | +432.5% |
| All | +1,120.0% | +361.6% | +758.4% | +441.2% |
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