+177.3%
MCD vs MPC
+1,131.7%
-954.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +5.4% | -8.3% | -3.6% |
| 30D | -6.0% | +31.0% | -37.0% | -9.6% |
| 3M | -5.6% | +46.0% | -51.6% | -10.8% |
| 6M | -21.9% | +77.3% | -99.2% | -28.6% |
| YTD | -14.7% | +141.9% | -156.6% | -26.0% |
| 1Y | -17.3% | +120.9% | -138.2% | -27.3% |
| 3Y | -2.2% | +182.7% | -184.8% | -19.2% |
| 5Y | +20.3% | +646.4% | -626.1% | -19.3% |
| All | +177.3% | +1,131.7% | -954.4% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling