-3.9%
MCD vs MPC
+122.9%
-126.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.1% | +14.6% | +5.5% |
| 7D | +11.9% | -10.9% | +22.8% | +10.4% |
| 30D | +20.2% | -9.4% | +29.7% | +19.0% |
| 3M | +5.2% | +26.0% | -20.8% | +8.3% |
| 6M | 0.0% | +56.5% | -56.5% | +6.3% |
| YTD | -6.5% | +144.3% | -150.8% | +2.3% |
| 1Y | -3.9% | +117.2% | -121.2% | +5.6% |
| All | -3.9% | +122.9% | -126.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling