+25.2%
MCD vs MPC
+563.2%
-538.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | +5.9% | -9.4% | +15.4% | +6.2% |
| 30D | +19.6% | -14.3% | +34.0% | +20.1% |
| 3M | +3.3% | +31.1% | -27.8% | +2.1% |
| 6M | +3.5% | +60.3% | -56.8% | +1.4% |
| YTD | -6.1% | +142.5% | -148.6% | -10.5% |
| 1Y | -3.7% | +104.6% | -108.2% | -7.1% |
| 3Y | +13.4% | +191.7% | -178.3% | +4.3% |
| 5Y | +25.2% | +549.2% | -524.1% | -0.4% |
| All | +25.2% | +563.2% | -538.1% | -0.4% |
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 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