-8.6%
MCD vs MPC
+110.3%
-118.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.1% |
| 7D | -1.6% | +9.4% | -11.0% | -0.5% |
| 30D | +16.0% | -13.4% | +29.5% | +14.5% |
| 3M | 0.0% | +18.9% | -18.9% | +2.2% |
| 6M | +0.9% | +64.9% | -64.0% | +8.0% |
| YTD | -8.7% | +156.8% | -165.5% | +0.5% |
| 1Y | -8.6% | +113.2% | -121.7% | +1.2% |
| All | -8.6% | +110.3% | -118.8% | +1.2% |
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