+39.1%
MDT vs MPC
+1,138.6%
-1,099.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.4% |
| 7D | +0.4% | +3.9% | -3.5% | -0.5% |
| 30D | +6.0% | +33.8% | -27.8% | -0.6% |
| 3M | +15.5% | +49.9% | -34.3% | +5.4% |
| 6M | +3.4% | +80.9% | -77.5% | -10.1% |
| YTD | -2.2% | +147.4% | -149.6% | -21.1% |
| 1Y | +2.6% | +123.2% | -120.6% | -15.5% |
| 3Y | +27.5% | +171.7% | -144.2% | -2.4% |
| 5Y | -20.1% | +678.6% | -698.6% | -55.2% |
| 10Y | +39.1% | +1,134.0% | -1,095.0% | -37.9% |
| All | +39.1% | +1,138.6% | -1,099.5% | -37.9% |
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