+94.4%
MO vs MPC
+176.9%
-82.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.1% |
| 7D | -2.0% | +3.9% | -5.9% | -2.1% |
| 30D | -0.3% | +33.8% | -34.0% | -1.3% |
| 3M | -2.9% | +49.9% | -52.8% | -4.7% |
| 6M | +5.8% | +80.9% | -75.2% | +3.0% |
| YTD | +22.0% | +147.4% | -125.4% | +17.0% |
| 1Y | +10.7% | +123.2% | -112.5% | +6.6% |
| 3Y | +94.4% | +171.7% | -77.4% | +77.8% |
| All | +94.4% | +176.9% | -82.5% | +77.8% |
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