+193.4%
MCD vs MPC
+1,171.2%
-977.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +11.2% | -12.9% | -3.1% |
| 30D | +14.1% | -14.5% | +28.6% | +16.3% |
| 3M | +0.6% | +16.7% | -16.1% | -2.0% |
| 6M | 0.0% | +67.6% | -67.5% | -7.9% |
| YTD | -9.3% | +157.9% | -167.2% | -22.3% |
| 1Y | -9.3% | +116.7% | -126.0% | -20.2% |
| 3Y | +8.6% | +199.8% | -191.1% | -11.4% |
| 5Y | +21.9% | +604.4% | -582.5% | -17.4% |
| All | +193.4% | +1,171.2% | -977.8% | +59.7% |
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