+163.8%
MPC vs DT
-9.2%
+173.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -16.2% | -24.7% | +8.5% | -12.9% |
| 30D | -15.7% | -27.4% | +11.7% | -12.0% |
| 3M | +24.9% | -11.1% | +36.0% | +26.3% |
| 6M | +52.7% | +13.7% | +39.0% | +47.0% |
| YTD | +131.9% | +0.2% | +131.6% | +127.8% |
| 1Y | +96.6% | -5.7% | +102.3% | +95.8% |
| 3Y | +163.8% | -8.1% | +171.9% | +160.3% |
| All | +163.8% | -9.2% | +173.0% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling