+3,101.0%
MPC vs A
+384.2%
+2,716.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +5.4% | -1.9% | +7.4% | +6.4% |
| 30D | +31.0% | +6.9% | +24.1% | +26.5% |
| 3M | +46.0% | +9.2% | +36.8% | +38.7% |
| 6M | +77.3% | +25.7% | +51.6% | +54.6% |
| YTD | +141.9% | +11.5% | +130.4% | +123.1% |
| 1Y | +120.9% | +18.4% | +102.6% | +95.8% |
| 3Y | +182.7% | +26.6% | +156.1% | +130.4% |
| 5Y | +646.4% | -12.8% | +659.2% | +621.3% |
| 10Y | +1,138.7% | +247.2% | +891.5% | +422.8% |
| All | +3,101.0% | +384.2% | +2,716.8% | +938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling