+109.4%
C vs MPC
+551.6%
-442.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.9% | -1.1% | -3.9% |
| 7D | -5.3% | -12.8% | +7.5% | -1.8% |
| 30D | -7.3% | -12.7% | +5.4% | -4.3% |
| 3M | -13.5% | +27.1% | -40.5% | -20.8% |
| 6M | -6.5% | +45.8% | -52.3% | -18.8% |
| YTD | +3.6% | +134.7% | -131.1% | -25.3% |
| 1Y | +18.9% | +106.0% | -87.2% | -10.2% |
| 3Y | +205.0% | +165.5% | +39.5% | +101.3% |
| 5Y | +109.4% | +540.9% | -431.5% | -6.0% |
| All | +109.4% | +551.6% | -442.2% | -6.0% |
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