+290.0%
MMM vs MPC
+2,885.5%
-2,595.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.4% |
| 7D | +5.9% | -12.8% | +18.6% | +8.6% |
| 30D | +14.7% | -12.7% | +27.5% | +17.5% |
| 3M | +3.6% | +27.1% | -23.5% | -2.3% |
| 6M | +32.7% | +45.8% | -13.1% | +20.9% |
| YTD | +18.9% | +134.7% | -115.8% | -3.2% |
| 1Y | +16.4% | +106.0% | -89.7% | -2.6% |
| 3Y | +159.8% | +165.5% | -5.7% | +102.0% |
| 5Y | +47.2% | +540.9% | -493.7% | -7.4% |
| 10Y | +86.5% | +1,133.6% | -1,047.2% | -5.5% |
| All | +290.0% | +2,885.5% | -2,595.5% | +35.2% |
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