+8.9%
MDT vs MPC
+110.3%
-101.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.5% |
| 7D | -3.7% | +9.4% | -13.1% | -3.4% |
| 30D | +8.6% | -13.4% | +22.0% | +8.5% |
| 3M | +12.2% | +18.9% | -6.7% | +12.2% |
| 6M | +33.7% | +64.9% | -31.2% | +34.7% |
| YTD | +7.8% | +156.8% | -149.0% | +4.7% |
| 1Y | +8.9% | +113.2% | -104.3% | +11.2% |
| All | +8.9% | +110.3% | -101.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling