+642.2%
MPC vs DT
-27.0%
+669.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +5.4% | -3.3% | +8.7% | +5.9% |
| 30D | +31.0% | +2.0% | +28.9% | +30.5% |
| 3M | +46.0% | +20.0% | +26.0% | +41.9% |
| 6M | +77.3% | +39.3% | +38.0% | +68.1% |
| YTD | +141.9% | +19.8% | +122.2% | +133.7% |
| 1Y | +120.9% | +4.3% | +116.6% | +117.5% |
| 3Y | +182.7% | +7.7% | +175.0% | +174.2% |
| All | +642.2% | -27.0% | +669.2% | +623.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling