+117.2%
MPC vs DTE
+5.6%
+111.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.7% |
| 7D | -10.9% | +4.2% | -15.1% | -10.3% |
| 30D | -9.4% | +10.0% | -19.4% | -8.4% |
| 3M | +26.0% | -2.1% | +28.0% | +25.2% |
| 6M | +56.5% | -4.7% | +61.2% | +54.7% |
| YTD | +144.3% | +9.3% | +134.9% | +141.9% |
| 1Y | +117.2% | +6.6% | +110.6% | +115.6% |
| All | +117.2% | +5.6% | +111.7% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling