+67.0%
MDT vs MPC
+1,165.7%
-1,098.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.1% |
| 7D | -3.7% | +9.4% | -13.1% | -5.5% |
| 30D | +8.6% | -13.4% | +22.0% | +11.5% |
| 3M | +12.2% | +18.9% | -6.7% | +7.4% |
| 6M | +33.7% | +64.9% | -31.2% | +18.7% |
| YTD | +7.8% | +156.8% | -149.0% | -14.3% |
| 1Y | +8.9% | +113.2% | -104.3% | -9.7% |
| 3Y | +57.6% | +201.8% | -144.2% | +17.0% |
| 5Y | -0.7% | +601.4% | -602.0% | -42.9% |
| All | +67.0% | +1,165.7% | -1,098.6% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling