-5.0%
MCD vs MPC
+102.0%
-106.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.7% |
| 7D | +7.1% | -16.2% | +23.3% | +5.0% |
| 30D | +19.8% | -15.7% | +35.5% | +17.6% |
| 3M | +0.8% | +24.9% | -24.1% | +3.6% |
| 6M | -1.3% | +52.7% | -54.0% | +4.3% |
| YTD | -7.8% | +131.9% | -139.6% | -0.9% |
| 1Y | -5.0% | +96.6% | -101.6% | +3.7% |
| All | -5.0% | +102.0% | -106.9% | +3.7% |
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 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