-11.4%
F vs MPC
+551.6%
-563.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | 0.0% |
| 7D | +1.4% | -12.8% | +14.1% | +5.2% |
| 30D | +2.0% | -12.7% | +14.8% | +5.5% |
| 3M | -10.4% | +27.1% | -37.4% | -18.1% |
| 6M | +9.7% | +45.8% | -36.1% | -5.2% |
| YTD | -1.2% | +134.7% | -135.9% | -30.3% |
| 1Y | 0.0% | +106.0% | -106.0% | -25.7% |
| 3Y | +41.1% | +165.5% | -124.4% | -9.8% |
| 5Y | -11.4% | +540.9% | -552.3% | -68.4% |
| All | -11.4% | +551.6% | -563.0% | -68.4% |
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 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