+146.1%
MO vs MPC
+1,105.8%
-959.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | -8.8% | +8.1% | +0.6% |
| 30D | +6.5% | -14.4% | +20.9% | +8.9% |
| 3M | +18.3% | +21.9% | -3.6% | +14.1% |
| 6M | +15.6% | +60.1% | -44.6% | +6.1% |
| YTD | +38.8% | +142.3% | -103.5% | +18.2% |
| 1Y | +41.6% | +101.7% | -60.1% | +24.4% |
| 3Y | +138.2% | +184.8% | -46.5% | +92.5% |
| 5Y | +150.5% | +564.6% | -414.1% | +67.4% |
| 10Y | +146.1% | +1,098.3% | -952.2% | +33.6% |
| All | +146.1% | +1,105.8% | -959.7% | +33.6% |
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 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