+48.2%
MMM vs MPC
+563.2%
-515.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.1% |
| 7D | +5.8% | -9.4% | +15.2% | +7.3% |
| 30D | +17.9% | -14.3% | +32.2% | +20.6% |
| 3M | +3.6% | +31.1% | -27.5% | -2.4% |
| 6M | +32.9% | +60.3% | -27.4% | +19.9% |
| YTD | +19.5% | +142.5% | -123.0% | -3.0% |
| 1Y | +16.5% | +104.6% | -88.0% | -1.6% |
| 3Y | +167.2% | +191.7% | -24.6% | +101.6% |
| 5Y | +48.2% | +549.2% | -501.0% | -5.3% |
| All | +48.2% | +563.2% | -515.0% | -5.3% |
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