+10.5%
MO vs MPC
+120.1%
-109.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | +5.4% | -5.1% | +0.2% |
| 30D | +0.6% | +31.0% | -30.3% | +0.2% |
| 3M | -1.0% | +46.0% | -47.0% | -2.5% |
| 6M | +4.3% | +77.3% | -73.0% | +2.1% |
| YTD | +23.3% | +141.9% | -118.6% | +19.0% |
| 1Y | +10.5% | +120.9% | -110.5% | +6.6% |
| All | +10.5% | +120.1% | -109.6% | +6.6% |
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