+601.0%
MPC vs A
+11.8%
+589.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -14.5% | 0.0% | -14.5% | -14.6% |
| 3M | +16.7% | +16.7% | 0.0% | +12.6% |
| 6M | +67.6% | +54.8% | +12.7% | +50.9% |
| YTD | +157.9% | +28.8% | +129.1% | +142.2% |
| 1Y | +116.7% | +19.3% | +97.3% | +107.5% |
| 3Y | +199.8% | +65.5% | +134.2% | +155.4% |
| All | +601.0% | +11.8% | +589.2% | +505.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling