-3.2%
MCD vs MPC
+104.9%
-108.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.2% |
| 7D | +7.3% | -8.8% | +16.1% | +6.1% |
| 30D | +20.0% | -14.4% | +34.3% | +18.0% |
| 3M | +3.8% | +21.9% | -18.1% | +6.3% |
| 6M | +3.8% | +60.1% | -56.4% | +10.2% |
| YTD | -5.9% | +142.3% | -148.2% | +1.6% |
| 1Y | -3.2% | +101.7% | -104.9% | +6.4% |
| All | -3.2% | +104.9% | -108.1% | +6.4% |
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 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