+208.8%
C vs MPC
+1,105.8%
-897.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | -8.8% | +8.5% | +3.5% |
| 30D | -5.2% | -14.4% | +9.2% | +0.7% |
| 3M | -9.1% | +21.9% | -31.0% | -18.3% |
| 6M | -1.6% | +60.1% | -61.7% | -23.0% |
| YTD | +6.9% | +142.3% | -135.4% | -32.6% |
| 1Y | +23.0% | +101.7% | -78.7% | -15.6% |
| 3Y | +216.1% | +184.8% | +31.4% | +76.1% |
| 5Y | +112.2% | +564.6% | -452.4% | -26.9% |
| 10Y | +208.8% | +1,098.3% | -889.5% | -27.4% |
| All | +208.8% | +1,105.8% | -897.0% | -27.4% |
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