+747.6%
MPC vs DT
+71.4%
+676.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.6% | +2.7% | -2.5% |
| 7D | -12.8% | -28.3% | +15.6% | -6.6% |
| 30D | -12.7% | -28.4% | +15.7% | -6.6% |
| 3M | +27.1% | -14.1% | +41.1% | +30.3% |
| 6M | +45.8% | +13.2% | +32.6% | +39.3% |
| YTD | +134.7% | +0.8% | +133.9% | +128.4% |
| 1Y | +106.0% | -7.8% | +113.8% | +104.7% |
| 3Y | +165.5% | -8.3% | +173.8% | +159.2% |
| 5Y | +540.9% | -42.7% | +583.6% | +580.1% |
| All | +747.6% | +71.4% | +676.2% | +435.0% |
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