+81.0%
F vs MPC
+1,165.8%
-1,084.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -1.0% |
| 7D | -0.6% | -9.4% | +8.8% | +2.6% |
| 30D | +2.9% | -14.3% | +17.2% | +8.0% |
| 3M | -9.5% | +31.1% | -40.6% | -19.3% |
| 6M | +4.0% | +60.3% | -56.2% | -14.8% |
| YTD | -1.3% | +142.5% | -143.8% | -32.6% |
| 1Y | -1.9% | +104.6% | -106.5% | -28.4% |
| 3Y | +53.5% | +191.7% | -138.2% | -5.8% |
| 5Y | -15.1% | +549.2% | -564.4% | -63.3% |
| 10Y | +81.0% | +1,106.2% | -1,025.2% | -46.4% |
| All | +81.0% | +1,165.8% | -1,084.8% | -46.4% |
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