+32.4%
MA vs MPC
+48.4%
-16.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.7% |
| 7D | +3.2% | -12.8% | +15.9% | +2.4% |
| 30D | +15.9% | -12.7% | +28.7% | +15.0% |
| 3M | +15.2% | +27.1% | -11.9% | +14.1% |
| 6M | +32.4% | +45.8% | -13.4% | +31.5% |
| All | +32.4% | +48.4% | -16.0% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling