+205.9%
MCD vs MPC
+1,145.2%
-939.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.3% |
| 30D | +16.6% | -12.2% | +28.8% | +18.4% |
| 3M | +0.9% | +20.1% | -19.1% | -2.1% |
| 6M | +1.5% | +60.6% | -59.1% | -6.0% |
| YTD | -8.3% | +150.6% | -158.9% | -21.2% |
| 1Y | -8.1% | +104.7% | -112.8% | -18.5% |
| 3Y | +10.3% | +194.5% | -184.2% | -9.8% |
| 5Y | +23.4% | +582.3% | -558.9% | -15.9% |
| 10Y | +205.9% | +1,135.3% | -929.3% | +67.7% |
| All | +205.9% | +1,145.2% | -939.2% | +67.7% |
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