+78.4%
MMM vs MPC
+1,145.2%
-1,066.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.0% |
| 7D | -2.6% | +2.6% | -5.2% | -3.1% |
| 30D | +17.4% | -12.2% | +29.6% | +20.1% |
| 3M | +3.6% | +20.1% | -16.5% | -1.1% |
| 6M | +33.0% | +60.6% | -27.6% | +18.7% |
| YTD | +19.6% | +150.6% | -130.9% | -4.4% |
| 1Y | +14.0% | +104.7% | -90.6% | -4.6% |
| 3Y | +164.3% | +194.5% | -30.2% | +99.5% |
| 5Y | +49.3% | +582.3% | -532.9% | -8.5% |
| 10Y | +78.4% | +1,135.3% | -1,056.9% | -2.0% |
| All | +78.4% | +1,145.2% | -1,066.8% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling