+72.1%
MA vs MPC
+187.3%
-115.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | 0.0% |
| 7D | -0.3% | -9.4% | +9.1% | +0.5% |
| 30D | +11.3% | -14.3% | +25.6% | +12.8% |
| 3M | +16.7% | +31.1% | -14.4% | +12.4% |
| 6M | +32.8% | +60.3% | -27.5% | +24.5% |
| YTD | +15.6% | +142.5% | -126.9% | +1.0% |
| 1Y | +19.6% | +104.6% | -85.0% | +7.3% |
| 3Y | +72.1% | +191.7% | -119.6% | +44.6% |
| All | +72.1% | +187.3% | -115.2% | +44.6% |
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