+17.7%
INTC vs MPC
+527.1%
-509.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.0% |
| 7D | -14.4% | -16.2% | +1.8% | -10.1% |
| 30D | -50.2% | -15.7% | -34.5% | -48.1% |
| 3M | -43.6% | +24.9% | -68.5% | -48.0% |
| 6M | -50.2% | +52.7% | -102.9% | -57.0% |
| YTD | +52.5% | +131.9% | -79.3% | +12.9% |
| 1Y | +51.1% | +96.6% | -45.5% | +18.2% |
| 3Y | +50.3% | +163.8% | -113.5% | +4.2% |
| All | +17.7% | +527.1% | -509.4% | -39.4% |
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