+134.5%
MO vs MPC
+160.2%
-25.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -2.4% | -16.2% | +13.7% | -1.9% |
| 30D | +9.7% | -15.7% | +25.4% | +10.3% |
| 3M | +14.1% | +24.9% | -10.8% | +13.2% |
| 6M | +11.9% | +52.7% | -40.8% | +9.6% |
| YTD | +38.4% | +131.9% | -93.4% | +33.1% |
| 1Y | +41.9% | +96.6% | -54.7% | +37.5% |
| 3Y | +134.5% | +163.8% | -29.3% | +112.1% |
| All | +134.5% | +160.2% | -25.7% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling