+163.8%
MPC vs A
+64.2%
+99.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -16.2% | -0.1% | -16.1% | -16.2% |
| 30D | -15.7% | +3.4% | -19.1% | -16.2% |
| 3M | +24.9% | +23.8% | +1.1% | +20.1% |
| 6M | +52.7% | +49.0% | +3.7% | +40.7% |
| YTD | +131.9% | +29.4% | +102.5% | +120.9% |
| 1Y | +96.6% | +19.4% | +77.3% | +91.4% |
| 3Y | +163.8% | +66.2% | +97.6% | +136.3% |
| All | +163.8% | +64.2% | +99.5% | +136.3% |
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 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