+29.2%
ABNB vs MPC
+958.1%
-929.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +11.9% | -8.8% | +20.8% | +14.6% |
| 30D | +12.7% | -14.4% | +27.1% | +17.3% |
| 3M | +1.2% | +21.9% | -20.8% | -6.1% |
| 6M | +32.1% | +60.1% | -28.0% | +11.2% |
| YTD | +37.7% | +142.3% | -104.6% | -2.1% |
| 1Y | +55.5% | +101.7% | -46.2% | +18.5% |
| 3Y | +58.2% | +184.8% | -126.6% | +0.6% |
| 5Y | -2.8% | +564.6% | -567.4% | -56.6% |
| All | +29.2% | +958.1% | -929.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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