+53.9%
F vs MPC
+645.9%
-592.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | +5.4% | -0.1% | +3.5% |
| 30D | +4.6% | +31.0% | -26.4% | -4.4% |
| 3M | -3.7% | +46.0% | -49.7% | -15.5% |
| 6M | +16.8% | +77.3% | -60.5% | -6.0% |
| YTD | +15.3% | +141.9% | -126.6% | -18.9% |
| 1Y | +31.0% | +120.9% | -89.9% | -4.8% |
| 3Y | +45.4% | +182.7% | -137.2% | -9.0% |
| All | +53.9% | +645.9% | -592.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling