+1,135.3%
MPC vs ALL
+371.2%
+764.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.6% | -2.6% | +5.1% | +4.2% |
| 30D | -12.2% | +12.7% | -24.9% | -19.0% |
| 3M | +20.1% | +0.4% | +19.7% | +18.9% |
| 6M | +60.6% | +23.8% | +36.8% | +37.4% |
| YTD | +150.6% | +27.8% | +122.8% | +107.6% |
| 1Y | +104.7% | +28.9% | +75.8% | +68.3% |
| 3Y | +194.5% | +113.9% | +80.6% | +56.3% |
| 5Y | +582.3% | +157.4% | +424.9% | +180.7% |
| 10Y | +1,135.3% | +369.0% | +766.3% | +244.2% |
| All | +1,135.3% | +371.2% | +764.1% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling