+2,331.7%
GOOG vs MPC
+2,982.2%
-650.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.4% | -8.8% | +11.2% | +4.3% |
| 30D | -18.1% | -14.4% | -3.7% | -15.5% |
| 3M | -19.9% | +21.9% | -41.8% | -23.8% |
| 6M | -28.2% | +60.1% | -88.3% | -36.1% |
| YTD | -9.0% | +142.3% | -151.3% | -27.2% |
| 1Y | -1.7% | +101.7% | -103.4% | -18.0% |
| 3Y | +114.5% | +184.8% | -70.2% | +61.3% |
| 5Y | +96.2% | +564.6% | -468.4% | +17.0% |
| 10Y | +654.4% | +1,098.3% | -444.0% | +257.7% |
| All | +2,331.7% | +2,982.2% | -650.5% | +723.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling