+95.6%
F vs MPC
+1,131.7%
-1,036.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | +5.4% | -0.1% | +3.3% |
| 30D | +4.6% | +31.0% | -26.4% | -5.6% |
| 3M | -3.7% | +46.0% | -49.7% | -16.9% |
| 6M | +16.8% | +77.3% | -60.5% | -7.9% |
| YTD | +15.3% | +141.9% | -126.6% | -20.2% |
| 1Y | +31.0% | +120.9% | -89.9% | -6.4% |
| 3Y | +45.4% | +182.7% | -137.2% | -8.7% |
| 5Y | +54.7% | +646.4% | -591.8% | -35.8% |
| All | +95.6% | +1,131.7% | -1,036.2% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling