+53.0%
MDT vs MPC
+160.2%
-107.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | +5.4% | -16.2% | +21.6% | +6.3% |
| 30D | +19.1% | -15.7% | +34.8% | +20.0% |
| 3M | +19.5% | +24.9% | -5.4% | +17.4% |
| 6M | +33.5% | +52.7% | -19.2% | +29.2% |
| YTD | +8.7% | +131.9% | -123.2% | +0.8% |
| 1Y | +16.8% | +96.6% | -79.9% | +10.2% |
| 3Y | +53.0% | +163.8% | -110.8% | +35.1% |
| All | +53.0% | +160.2% | -107.2% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling