+3,005.7%
MPC vs A
+452.2%
+2,553.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.5% |
| 7D | -12.8% | -5.2% | -7.6% | -10.7% |
| 30D | -12.7% | +1.4% | -14.2% | -13.5% |
| 3M | +27.1% | +21.9% | +5.2% | +14.5% |
| 6M | +45.8% | +46.7% | -0.9% | +18.1% |
| YTD | +134.7% | +27.2% | +107.5% | +101.9% |
| 1Y | +106.0% | +17.9% | +88.1% | +83.9% |
| 3Y | +165.5% | +61.1% | +104.4% | +91.1% |
| 5Y | +540.9% | +13.8% | +527.1% | +432.7% |
| 10Y | +1,133.6% | +318.8% | +814.8% | +372.0% |
| All | +3,005.7% | +452.2% | +2,553.5% | +840.5% |
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