+621.4%
MO vs MPC
+2,984.8%
-2,363.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -1.1% |
| 7D | -1.8% | -9.4% | +7.7% | -0.5% |
| 30D | +5.8% | -14.3% | +20.1% | +7.9% |
| 3M | +12.7% | +31.1% | -18.4% | +7.9% |
| 6M | +14.8% | +60.3% | -45.5% | +6.5% |
| YTD | +37.8% | +142.5% | -104.7% | +19.9% |
| 1Y | +39.5% | +104.6% | -65.1% | +24.3% |
| 3Y | +136.1% | +191.7% | -55.7% | +95.8% |
| 5Y | +148.5% | +549.2% | -400.7% | +78.4% |
| 10Y | +135.5% | +1,106.2% | -970.7% | +43.5% |
| All | +621.4% | +2,984.8% | -2,363.5% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling