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  • MPC vs DT✓SelectedUSD · DTMPC vs DT performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+642.2%
DT return
-27.0%
Excess return
+669.2%
Maximum drawdown
-44.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
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