+3.7%
F vs MPC
+122.9%
-119.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.1% | +11.0% | +1.9% |
| 7D | +6.0% | -10.9% | +16.9% | +4.6% |
| 30D | +4.3% | -9.4% | +13.7% | +3.2% |
| 3M | -10.1% | +26.0% | -36.0% | -7.3% |
| 6M | +12.8% | +56.5% | -43.7% | +20.1% |
| YTD | -0.1% | +144.3% | -144.3% | -0.6% |
| 1Y | +3.7% | +117.2% | -113.6% | +6.0% |
| All | +3.7% | +122.9% | -119.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling