+564.6%
MPC vs DRI
+75.0%
+489.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -8.8% | +4.2% | -13.1% | -9.7% |
| 30D | -14.4% | +15.7% | -30.1% | -17.0% |
| 3M | +21.9% | +5.8% | +16.2% | +20.1% |
| 6M | +60.1% | +18.4% | +41.7% | +53.1% |
| YTD | +142.3% | +28.2% | +114.1% | +125.0% |
| 1Y | +101.7% | +35.9% | +65.8% | +83.8% |
| 3Y | +184.8% | +67.7% | +117.0% | +141.3% |
| 5Y | +564.6% | +77.9% | +486.7% | +453.8% |
| All | +564.6% | +75.0% | +489.6% | +453.8% |
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 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