+105.9%
C vs MPC
+527.1%
-421.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -2.4% | -16.2% | +13.8% | +2.4% |
| 30D | -6.0% | -15.7% | +9.7% | -1.9% |
| 3M | -10.5% | +24.9% | -35.4% | -17.8% |
| 6M | -5.7% | +52.7% | -58.4% | -19.4% |
| YTD | +4.1% | +131.9% | -127.7% | -24.7% |
| 1Y | +20.5% | +96.6% | -76.2% | -7.5% |
| 3Y | +208.1% | +163.8% | +44.3% | +103.5% |
| All | +105.9% | +527.1% | -421.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling