+109.3%
INTC vs MPC
+1,165.8%
-1,056.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.2% |
| 7D | -1.0% | -9.4% | +8.4% | +1.9% |
| 30D | -43.3% | -14.3% | -29.0% | -41.0% |
| 3M | -41.6% | +31.1% | -72.7% | -46.7% |
| 6M | -52.5% | +60.3% | -112.7% | -59.4% |
| YTD | +60.9% | +142.5% | -81.6% | +20.0% |
| 1Y | +55.7% | +104.6% | -48.9% | +22.3% |
| 3Y | +59.2% | +191.7% | -132.5% | +10.5% |
| 5Y | +25.0% | +549.2% | -524.2% | -33.1% |
| 10Y | +109.3% | +1,106.2% | -997.0% | -4.5% |
| All | +109.3% | +1,165.8% | -1,056.5% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling