+191.7%
MPC vs DRI
+70.6%
+121.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.5% |
| 7D | -9.4% | +3.1% | -12.5% | -9.7% |
| 30D | -14.3% | +16.2% | -30.6% | -15.6% |
| 3M | +31.1% | +8.4% | +22.7% | +29.8% |
| 6M | +60.3% | +19.0% | +41.3% | +56.3% |
| YTD | +142.5% | +28.8% | +113.7% | +131.2% |
| 1Y | +104.6% | +33.1% | +71.4% | +93.3% |
| 3Y | +191.7% | +70.8% | +120.9% | +153.8% |
| All | +191.7% | +70.6% | +121.1% | +153.8% |
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