+1,098.3%
MPC vs A
+312.5%
+785.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -8.8% | +1.4% | -10.2% | -9.4% |
| 30D | -14.4% | +4.3% | -18.7% | -16.1% |
| 3M | +21.9% | +19.8% | +2.2% | +11.8% |
| 6M | +60.1% | +54.4% | +5.8% | +29.0% |
| YTD | +142.3% | +31.7% | +110.6% | +108.4% |
| 1Y | +101.7% | +22.4% | +79.3% | +79.4% |
| 3Y | +184.8% | +67.7% | +117.1% | +103.6% |
| 5Y | +564.6% | +15.7% | +548.9% | +464.5% |
| 10Y | +1,098.3% | +308.7% | +789.6% | +390.3% |
| All | +1,098.3% | +312.5% | +785.9% | +390.3% |
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