+60.8%
ABNB vs MPC
+160.2%
-99.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.9% | +11.9% |
| 7D | +15.6% | -16.2% | +31.8% | +18.9% |
| 30D | +18.3% | -15.7% | +34.0% | +21.4% |
| 3M | +25.3% | +24.9% | +0.4% | +18.5% |
| 6M | +35.8% | +52.7% | -16.8% | +22.1% |
| YTD | +40.0% | +131.9% | -91.9% | +9.6% |
| 1Y | +57.6% | +96.6% | -39.0% | +30.3% |
| 3Y | +60.8% | +163.8% | -103.0% | +11.7% |
| All | +60.8% | +160.2% | -99.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling