+117.2%
MPC vs A
+24.4%
+92.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.0% | -9.1% | -8.0% |
| 7D | -10.9% | -2.4% | -8.5% | -11.1% |
| 30D | -9.4% | +3.6% | -13.0% | -9.1% |
| 3M | +26.0% | +27.5% | -1.5% | +27.4% |
| 6M | +56.5% | +58.5% | -2.0% | +58.3% |
| YTD | +144.3% | +31.2% | +113.1% | +151.2% |
| 1Y | +117.2% | +22.2% | +95.0% | +126.2% |
| All | +117.2% | +24.4% | +92.8% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling