-7.3%
F vs MPC
+110.3%
-117.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.3% | -2.6% |
| 7D | -3.9% | +9.4% | -13.3% | -2.8% |
| 30D | -0.5% | -13.4% | +13.0% | -2.0% |
| 3M | -12.9% | +18.9% | -31.8% | -10.8% |
| 6M | +1.5% | +64.9% | -63.4% | +9.2% |
| YTD | -5.0% | +156.8% | -161.8% | -4.9% |
| 1Y | -7.3% | +113.2% | -120.5% | -0.7% |
| All | -7.3% | +110.3% | -117.6% | -0.7% |
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