+534.5%
MPC vs DTE
+39.5%
+495.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | -0.3% | -15.9% | -16.2% |
| 30D | -15.7% | +6.2% | -21.9% | -17.1% |
| 3M | +24.9% | -2.6% | +27.5% | +25.5% |
| 6M | +52.7% | -3.5% | +56.2% | +53.2% |
| YTD | +131.9% | +7.4% | +124.5% | +124.5% |
| 1Y | +96.6% | +4.2% | +92.4% | +92.0% |
| 3Y | +163.8% | +51.7% | +112.1% | +125.9% |
| All | +534.5% | +39.5% | +495.0% | +447.6% |
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 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