+72.9%
MA vs MPC
+163.4%
-90.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.1% |
| 7D | +3.2% | -12.8% | +15.9% | +4.4% |
| 30D | +15.9% | -12.7% | +28.7% | +17.2% |
| 3M | +15.2% | +27.1% | -11.9% | +11.3% |
| 6M | +32.4% | +45.8% | -13.4% | +25.5% |
| YTD | +15.6% | +134.7% | -119.1% | +1.4% |
| 1Y | +19.3% | +106.0% | -86.7% | +6.7% |
| All | +72.9% | +163.4% | -90.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling