+112.0%
MO vs MPC
+1,148.7%
-1,036.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.4% |
| 7D | -2.0% | +3.9% | -5.9% | -2.6% |
| 30D | -0.3% | +33.8% | -34.0% | -5.0% |
| 3M | -2.9% | +49.9% | -52.8% | -9.5% |
| 6M | +5.8% | +80.9% | -75.2% | -4.7% |
| YTD | +22.0% | +147.4% | -125.4% | +4.0% |
| 1Y | +10.7% | +123.2% | -112.5% | -4.2% |
| 3Y | +94.4% | +171.7% | -77.4% | +59.1% |
| 5Y | +97.2% | +678.6% | -581.4% | +28.4% |
| All | +112.0% | +1,148.7% | -1,036.7% | +14.3% |
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 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