+163.8%
MPC vs DRI
+66.4%
+97.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -16.2% | +2.8% | -19.0% | -16.4% |
| 30D | -15.7% | +13.3% | -29.0% | -16.8% |
| 3M | +24.9% | +8.2% | +16.7% | +23.6% |
| 6M | +52.7% | +17.5% | +35.1% | +49.0% |
| YTD | +131.9% | +26.9% | +104.9% | +121.3% |
| 1Y | +96.6% | +31.6% | +65.1% | +85.8% |
| 3Y | +163.8% | +67.0% | +96.8% | +121.6% |
| All | +163.8% | +66.4% | +97.4% | +121.6% |
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