+2,199.6%
MA vs MPC
+2,977.1%
-777.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +5.4% | -8.1% | -4.2% |
| 30D | +1.5% | +31.0% | -29.4% | -6.3% |
| 3M | +20.4% | +46.0% | -25.6% | +7.3% |
| 6M | +11.1% | +77.3% | -66.2% | -7.2% |
| YTD | +2.0% | +141.9% | -140.0% | -22.8% |
| 1Y | -2.2% | +120.9% | -123.1% | -24.3% |
| 3Y | +41.9% | +182.7% | -140.8% | -1.3% |
| 5Y | +75.4% | +646.4% | -571.1% | -13.0% |
| 10Y | +527.5% | +1,138.7% | -611.2% | +135.1% |
| All | +2,199.6% | +2,977.1% | -777.5% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling