+155.7%
MO vs MPC
+1,171.2%
-1,015.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | +11.2% | -7.9% | +1.5% |
| 30D | +7.5% | -14.5% | +22.0% | +10.0% |
| 3M | +22.8% | +16.7% | +6.1% | +19.3% |
| 6M | +13.4% | +67.6% | -54.2% | +3.3% |
| YTD | +43.0% | +157.9% | -114.9% | +20.6% |
| 1Y | +45.2% | +116.7% | -71.4% | +26.1% |
| 3Y | +145.5% | +199.8% | -54.2% | +96.8% |
| 5Y | +157.1% | +604.4% | -447.4% | +70.2% |
| All | +155.7% | +1,171.2% | -1,015.5% | +37.7% |
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