+1,171.8%
MPC vs DTE
+152.1%
+1,019.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +11.2% | +3.4% | +7.8% | +8.8% |
| 30D | -14.5% | +8.9% | -23.4% | -19.4% |
| 3M | +16.7% | +1.1% | +15.6% | +15.4% |
| 6M | +67.6% | +0.1% | +67.5% | +65.4% |
| YTD | +157.9% | +11.1% | +146.9% | +134.8% |
| 1Y | +116.7% | +4.9% | +111.7% | +104.9% |
| 3Y | +199.8% | +58.6% | +141.2% | +101.8% |
| 5Y | +604.4% | +47.3% | +557.1% | +379.8% |
| All | +1,171.8% | +152.1% | +1,019.7% | +559.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling