+582.3%
MPC vs DT
-39.8%
+622.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.2% |
| 7D | +2.6% | -5.4% | +8.0% | +3.3% |
| 30D | -12.2% | -32.2% | +20.0% | -8.0% |
| 3M | +20.1% | -10.9% | +31.0% | +21.3% |
| 6M | +60.6% | +10.0% | +50.6% | +57.0% |
| YTD | +150.6% | +2.1% | +148.5% | +146.4% |
| 1Y | +104.7% | -5.5% | +110.2% | +103.5% |
| 3Y | +194.5% | -12.4% | +206.9% | +192.6% |
| 5Y | +582.3% | -39.7% | +622.0% | +576.5% |
| All | +582.3% | -39.8% | +622.1% | +576.5% |
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