+180.6%
MPC vs DRI
+53.9%
+126.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.4% | +0.6% | +4.9% | +5.4% |
| 30D | +31.0% | +3.8% | +27.1% | +30.4% |
| 3M | +46.0% | +13.0% | +33.0% | +43.3% |
| 6M | +77.3% | +8.3% | +69.0% | +74.9% |
| YTD | +141.9% | +20.6% | +121.3% | +132.6% |
| 1Y | +120.9% | +6.5% | +114.5% | +118.5% |
| All | +180.6% | +53.9% | +126.8% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling