-20.1%
MDT vs MPC
+655.4%
-675.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.1% |
| 7D | +0.4% | +3.9% | -3.5% | 0.0% |
| 30D | +6.0% | +33.8% | -27.8% | +2.9% |
| 3M | +15.5% | +49.9% | -34.3% | +10.7% |
| 6M | +3.4% | +80.9% | -77.5% | -3.2% |
| YTD | -2.2% | +147.4% | -149.6% | -12.1% |
| 1Y | +2.6% | +123.2% | -120.6% | -6.7% |
| 3Y | +27.5% | +171.7% | -144.2% | +10.6% |
| 5Y | -20.1% | +678.6% | -698.6% | -45.8% |
| All | -20.1% | +655.4% | -675.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling