+773.6%
MPC vs DT
+103.5%
+670.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +5.4% | -3.3% | +8.7% | +6.1% |
| 30D | +31.0% | +2.0% | +28.9% | +30.2% |
| 3M | +46.0% | +20.0% | +26.0% | +39.3% |
| 6M | +77.3% | +39.3% | +38.0% | +62.3% |
| YTD | +141.9% | +19.8% | +122.2% | +128.2% |
| 1Y | +120.9% | +4.3% | +116.6% | +114.8% |
| 3Y | +182.7% | +7.7% | +175.0% | +167.6% |
| 5Y | +646.4% | -26.8% | +673.3% | +646.2% |
| All | +773.6% | +103.5% | +670.1% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling