+23.0%
MMM vs MPC
+122.9%
-99.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -8.1% | +17.7% | +8.8% |
| 7D | +12.2% | -10.9% | +23.2% | +11.3% |
| 30D | +18.8% | -9.4% | +28.3% | +18.0% |
| 3M | +7.4% | +26.0% | -18.6% | +8.3% |
| 6M | +38.3% | +56.5% | -18.2% | +40.6% |
| YTD | +22.9% | +144.3% | -121.4% | +17.3% |
| 1Y | +23.0% | +117.2% | -94.2% | +18.9% |
| All | +23.0% | +122.9% | -99.9% | +18.9% |
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