+564.6%
MPC vs A
+15.8%
+548.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -8.8% | +1.4% | -10.2% | -9.1% |
| 30D | -14.4% | +4.3% | -18.7% | -15.1% |
| 3M | +21.9% | +19.8% | +2.2% | +17.1% |
| 6M | +60.1% | +54.4% | +5.8% | +44.4% |
| YTD | +142.3% | +31.7% | +110.6% | +126.6% |
| 1Y | +101.7% | +22.4% | +79.3% | +92.2% |
| 3Y | +184.8% | +67.7% | +117.1% | +142.3% |
| 5Y | +564.6% | +15.7% | +548.9% | +470.7% |
| All | +564.6% | +15.8% | +548.8% | +470.7% |
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