+804.9%
MPC vs DT
+73.5%
+731.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.0% |
| 7D | +2.6% | -5.4% | +8.0% | +3.8% |
| 30D | -12.2% | -32.2% | +20.0% | -4.9% |
| 3M | +20.1% | -10.9% | +31.0% | +22.2% |
| 6M | +60.6% | +10.0% | +50.6% | +54.6% |
| YTD | +150.6% | +2.1% | +148.5% | +143.3% |
| 1Y | +104.7% | -5.5% | +110.2% | +102.3% |
| 3Y | +194.5% | -12.4% | +206.9% | +190.8% |
| 5Y | +582.3% | -39.7% | +622.0% | +613.1% |
| All | +804.9% | +73.5% | +731.4% | +469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling