+3,005.7%
MPC vs DRI
+761.7%
+2,244.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.6% |
| 7D | -12.8% | +3.7% | -16.5% | -14.4% |
| 30D | -12.7% | +13.5% | -26.2% | -17.7% |
| 3M | +27.1% | +10.4% | +16.7% | +20.8% |
| 6M | +45.8% | +19.5% | +26.3% | +32.6% |
| YTD | +134.7% | +28.2% | +106.5% | +104.6% |
| 1Y | +106.0% | +31.0% | +75.0% | +77.1% |
| 3Y | +165.5% | +67.1% | +98.4% | +97.9% |
| 5Y | +540.9% | +74.7% | +466.2% | +354.5% |
| 10Y | +1,133.6% | +376.2% | +757.5% | +416.3% |
| All | +3,005.7% | +761.7% | +2,244.0% | +827.8% |
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