+737.3%
MPC vs DT
+70.4%
+666.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -16.2% | -24.7% | +8.5% | -11.2% |
| 30D | -15.7% | -27.4% | +11.7% | -10.1% |
| 3M | +24.9% | -11.1% | +36.0% | +27.2% |
| 6M | +52.7% | +13.7% | +39.0% | +45.7% |
| YTD | +131.9% | +0.2% | +131.6% | +125.9% |
| 1Y | +96.6% | -5.7% | +102.3% | +94.3% |
| 3Y | +163.8% | -8.1% | +171.9% | +157.3% |
| 5Y | +533.1% | -43.1% | +576.2% | +572.7% |
| All | +737.3% | +70.4% | +666.9% | +429.2% |
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