+167.0%
MPC vs DRI
+68.1%
+98.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -12.8% | +3.7% | -16.5% | -13.1% |
| 30D | -12.7% | +13.5% | -26.2% | -13.9% |
| 3M | +27.1% | +10.4% | +16.7% | +25.5% |
| 6M | +45.8% | +19.5% | +26.3% | +42.0% |
| YTD | +134.7% | +28.2% | +106.5% | +123.8% |
| 1Y | +106.0% | +31.0% | +75.0% | +95.2% |
| All | +167.0% | +68.1% | +98.9% | +124.1% |
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