+22.6%
MCD vs MPC
+551.6%
-529.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | +8.0% | -12.8% | +20.8% | +8.3% |
| 30D | +19.6% | -12.7% | +32.3% | +19.9% |
| 3M | +2.2% | +27.1% | -24.9% | +1.1% |
| 6M | -1.1% | +45.8% | -46.9% | -2.8% |
| YTD | -7.2% | +134.7% | -141.9% | -11.5% |
| 1Y | -6.7% | +106.0% | -112.7% | -10.2% |
| 3Y | +11.6% | +165.5% | -153.9% | +3.5% |
| 5Y | +22.6% | +540.9% | -518.3% | -3.0% |
| All | +22.6% | +551.6% | -529.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling