+207.0%
C vs MPC
+1,171.2%
-964.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | +4.2% | +11.2% | -7.1% | -0.7% |
| 30D | +2.0% | -14.5% | +16.5% | +8.6% |
| 3M | -10.1% | +16.7% | -26.8% | -17.5% |
| 6M | +1.0% | +67.6% | -66.6% | -22.5% |
| YTD | +8.5% | +157.9% | -149.5% | -33.5% |
| 1Y | +25.7% | +116.7% | -90.9% | -16.4% |
| 3Y | +216.0% | +199.8% | +16.2% | +72.2% |
| 5Y | +112.3% | +604.4% | -492.1% | -28.7% |
| All | +207.0% | +1,171.2% | -964.1% | -30.1% |
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