+1,135.3%
MPC vs A
+308.8%
+826.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | -12.2% | +3.3% | -15.5% | -13.6% |
| 3M | +20.1% | +18.5% | +1.5% | +10.5% |
| 6M | +60.6% | +59.3% | +1.3% | +27.5% |
| YTD | +150.6% | +31.0% | +119.6% | +115.9% |
| 1Y | +104.7% | +19.3% | +85.3% | +84.3% |
| 3Y | +194.5% | +66.8% | +127.7% | +111.0% |
| 5Y | +582.3% | +15.5% | +566.8% | +479.4% |
| 10Y | +1,135.3% | +312.3% | +822.9% | +406.3% |
| All | +1,135.3% | +308.8% | +826.4% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling