+104.7%
MPC vs DRI
+36.0%
+68.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -0.7% | +3.3% | +2.4% |
| 30D | -12.2% | +14.7% | -26.9% | -10.2% |
| 3M | +20.1% | +5.4% | +14.6% | +21.1% |
| 6M | +60.6% | +18.8% | +41.8% | +65.5% |
| YTD | +150.6% | +28.4% | +122.2% | +157.1% |
| 1Y | +104.7% | +37.7% | +67.0% | +111.5% |
| All | +104.7% | +36.0% | +68.6% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling