-1.5%
MCD vs MPC
+181.4%
-182.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +5.4% | -8.3% | -2.7% |
| 30D | -6.0% | +31.0% | -37.0% | -5.5% |
| 3M | -5.6% | +46.0% | -51.6% | -4.8% |
| 6M | -21.9% | +77.3% | -99.2% | -21.2% |
| YTD | -14.7% | +141.9% | -156.6% | -14.6% |
| 1Y | -17.3% | +120.9% | -138.2% | -17.0% |
| All | -1.5% | +181.4% | -182.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling