+256.9%
MDT vs MPC
+2,977.1%
-2,720.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +5.4% | -2.2% | +2.0% |
| 30D | +9.5% | +31.0% | -21.5% | +3.2% |
| 3M | +16.0% | +46.0% | -30.1% | +6.4% |
| 6M | +0.2% | +77.3% | -77.1% | -12.5% |
| YTD | -0.3% | +141.9% | -142.2% | -19.1% |
| 1Y | +4.7% | +120.9% | -116.2% | -13.5% |
| 3Y | +26.5% | +182.7% | -156.1% | -3.8% |
| 5Y | -18.2% | +646.4% | -664.6% | -52.5% |
| 10Y | +40.0% | +1,138.7% | -1,098.7% | -36.3% |
| All | +256.9% | +2,977.1% | -2,720.2% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling