+83.0%
MMM vs MPC
+1,165.8%
-1,082.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.9% |
| 7D | +5.8% | -9.4% | +15.2% | +7.7% |
| 30D | +17.9% | -14.3% | +32.2% | +21.3% |
| 3M | +3.6% | +31.1% | -27.5% | -3.0% |
| 6M | +32.9% | +60.3% | -27.4% | +18.6% |
| YTD | +19.5% | +142.5% | -123.0% | -3.8% |
| 1Y | +16.5% | +104.6% | -88.0% | -2.6% |
| 3Y | +167.2% | +191.7% | -24.6% | +102.0% |
| 5Y | +48.2% | +549.2% | -501.0% | -8.2% |
| 10Y | +83.0% | +1,106.2% | -1,023.2% | +0.8% |
| All | +83.0% | +1,165.8% | -1,082.8% | +0.8% |
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 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