+311.5%
C vs MPC
+2,885.5%
-2,574.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.9% | -1.1% | -3.3% |
| 7D | -5.3% | -12.8% | +7.5% | +0.2% |
| 30D | -7.3% | -12.7% | +5.4% | -2.5% |
| 3M | -13.5% | +27.1% | -40.5% | -23.7% |
| 6M | -6.5% | +45.8% | -52.3% | -23.5% |
| YTD | +3.6% | +134.7% | -131.1% | -33.1% |
| 1Y | +18.9% | +106.0% | -87.2% | -18.8% |
| 3Y | +205.0% | +165.5% | +39.5% | +78.4% |
| 5Y | +109.4% | +540.9% | -431.5% | -23.3% |
| 10Y | +232.9% | +1,133.6% | -900.7% | -21.5% |
| All | +311.5% | +2,885.5% | -2,574.0% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling