+173.4%
MPC vs DTE
+48.5%
+125.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +5.4% | +0.2% | +5.3% | +5.4% |
| 30D | +31.0% | -2.6% | +33.5% | +31.5% |
| 3M | +46.0% | -3.9% | +49.9% | +46.5% |
| 6M | +77.3% | -7.9% | +85.2% | +79.3% |
| YTD | +141.9% | +7.2% | +134.7% | +135.3% |
| 1Y | +120.9% | +3.1% | +117.8% | +116.9% |
| All | +173.4% | +48.5% | +125.0% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling