+679.9%
MPC vs DTE
+31.9%
+648.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +25.0% | -0.5% | +25.6% | +25.2% |
| 3M | +55.2% | -6.0% | +61.2% | +57.3% |
| 6M | +86.4% | -7.2% | +93.6% | +89.2% |
| YTD | +148.5% | +7.2% | +141.3% | +141.0% |
| 1Y | +121.7% | +4.1% | +117.6% | +116.8% |
| 3Y | +172.9% | +46.9% | +126.0% | +136.5% |
| 5Y | +679.9% | +32.9% | +647.0% | +590.3% |
| All | +679.9% | +31.9% | +648.0% | +590.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling