+128.8%
GOOG vs MPC
+687.9%
-559.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -1.6% | +3.2% | -4.8% | -2.0% |
| 30D | -7.7% | +25.0% | -32.7% | -10.5% |
| 3M | -9.3% | +55.2% | -64.5% | -15.0% |
| 6M | +7.4% | +86.4% | -79.0% | -2.9% |
| YTD | +4.9% | +148.5% | -143.6% | -10.7% |
| 1Y | +37.2% | +121.7% | -84.5% | +19.4% |
| 3Y | +141.6% | +172.9% | -31.3% | +96.3% |
| 5Y | +128.8% | +679.9% | -551.2% | +33.3% |
| All | +128.8% | +687.9% | -559.2% | +33.3% |
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