+14.6%
MDT vs MPC
+105.0%
-90.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.1% |
| 7D | +3.5% | -9.4% | +12.9% | +3.2% |
| 30D | +16.2% | -14.3% | +30.5% | +15.9% |
| 3M | +18.9% | +31.1% | -12.2% | +19.0% |
| 6M | +37.3% | +60.3% | -22.9% | +37.9% |
| YTD | +9.7% | +142.5% | -132.8% | +5.3% |
| All | +14.6% | +105.0% | -90.4% | +16.7% |
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