+601.0%
MPC vs DRI
+78.6%
+522.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +11.2% | +1.1% | +10.2% | +11.0% |
| 30D | -14.5% | +9.7% | -24.2% | -16.2% |
| 3M | +16.7% | +3.2% | +13.5% | +15.6% |
| 6M | +67.6% | +20.6% | +47.0% | +59.5% |
| YTD | +157.9% | +28.3% | +129.7% | +139.5% |
| 1Y | +116.7% | +34.5% | +82.1% | +98.0% |
| 3Y | +199.8% | +66.5% | +133.2% | +154.5% |
| All | +601.0% | +78.6% | +522.4% | +470.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling