+3,101.0%
MPC vs DRI
+710.7%
+2,390.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | +0.6% | +4.9% | +5.2% |
| 30D | +31.0% | +3.8% | +27.1% | +28.7% |
| 3M | +46.0% | +13.0% | +33.0% | +37.2% |
| 6M | +77.3% | +8.3% | +69.0% | +68.5% |
| YTD | +141.9% | +20.6% | +121.3% | +118.0% |
| 1Y | +120.9% | +6.5% | +114.5% | +109.2% |
| 3Y | +182.7% | +53.7% | +129.0% | +119.7% |
| 5Y | +646.4% | +72.7% | +573.8% | +433.4% |
| 10Y | +1,138.7% | +363.2% | +775.6% | +427.7% |
| All | +3,101.0% | +710.7% | +2,390.3% | +888.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling