+293.4%
C vs MPC
+1,131.7%
-838.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +5.4% | -1.8% | +1.1% |
| 30D | +0.1% | +31.0% | -30.9% | -11.8% |
| 3M | +2.4% | +46.0% | -43.6% | -14.8% |
| 6M | +24.9% | +77.3% | -52.4% | -6.6% |
| YTD | +19.8% | +141.9% | -122.1% | -23.2% |
| 1Y | +44.9% | +120.9% | -76.1% | -3.7% |
| 3Y | +263.0% | +182.7% | +80.3% | +105.6% |
| 5Y | +129.5% | +646.4% | -516.9% | -24.5% |
| All | +293.4% | +1,131.7% | -838.3% | -10.6% |
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