+67.2%
F vs MPC
+1,165.7%
-1,098.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.3% | -3.7% |
| 7D | -3.9% | +9.4% | -13.3% | -7.0% |
| 30D | -0.5% | -13.4% | +13.0% | +4.1% |
| 3M | -12.9% | +18.9% | -31.8% | -19.3% |
| 6M | +1.5% | +64.9% | -63.4% | -17.6% |
| YTD | -5.0% | +156.8% | -161.8% | -36.5% |
| 1Y | -7.3% | +113.2% | -120.5% | -33.3% |
| 3Y | +45.3% | +201.8% | -156.6% | -11.9% |
| 5Y | -15.8% | +601.4% | -617.1% | -64.6% |
| All | +67.2% | +1,165.7% | -1,098.5% | -51.5% |
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