+167.0%
MPC vs A
+61.4%
+105.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -3.5% |
| 7D | -12.8% | -5.2% | -7.6% | -12.1% |
| 30D | -12.7% | +1.4% | -14.2% | -13.0% |
| 3M | +27.1% | +21.9% | +5.2% | +22.4% |
| 6M | +45.8% | +46.7% | -0.9% | +34.7% |
| YTD | +134.7% | +27.2% | +107.5% | +124.2% |
| 1Y | +106.0% | +17.9% | +88.1% | +100.8% |
| All | +167.0% | +61.4% | +105.6% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling