+1,171.8%
MPC vs ALL
+377.9%
+793.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +11.2% | +5.0% | +6.2% | +7.8% |
| 30D | -14.5% | +13.3% | -27.8% | -21.4% |
| 3M | +16.7% | +3.2% | +13.5% | +13.7% |
| 6M | +67.6% | +25.3% | +42.2% | +42.2% |
| YTD | +157.9% | +30.5% | +127.5% | +110.9% |
| 1Y | +116.7% | +29.2% | +87.5% | +78.1% |
| 3Y | +199.8% | +119.1% | +80.6% | +56.6% |
| 5Y | +604.4% | +162.6% | +441.8% | +186.2% |
| All | +1,171.8% | +377.9% | +793.8% | +248.8% |
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