+2,968.0%
MPC vs DTE
+453.0%
+2,514.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | -0.3% | -15.9% | -16.1% |
| 30D | -15.7% | +6.2% | -21.9% | -19.3% |
| 3M | +24.9% | -2.6% | +27.5% | +26.4% |
| 6M | +52.7% | -3.5% | +56.2% | +54.3% |
| YTD | +131.9% | +7.4% | +124.5% | +116.1% |
| 1Y | +96.6% | +4.2% | +92.4% | +86.8% |
| 3Y | +163.8% | +51.7% | +112.1% | +85.6% |
| 5Y | +533.1% | +39.7% | +493.4% | +356.2% |
| 10Y | +1,118.6% | +137.5% | +981.2% | +500.9% |
| All | +2,968.0% | +453.0% | +2,514.9% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling