+265.0%
C vs MPC
+181.4%
+83.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +5.4% | -1.8% | +2.3% |
| 30D | +0.1% | +31.0% | -30.9% | -6.6% |
| 3M | +2.4% | +46.0% | -43.6% | -7.4% |
| 6M | +24.9% | +77.3% | -52.4% | +5.4% |
| YTD | +19.8% | +141.9% | -122.1% | -9.6% |
| 1Y | +44.9% | +120.9% | -76.1% | +12.1% |
| All | +265.0% | +181.4% | +83.6% | +148.4% |
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 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