+1,166.2%
MPC vs ALL
+376.2%
+790.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | +9.4% | 0.0% | +9.4% | +9.3% |
| 30D | -13.4% | +12.8% | -26.3% | -20.2% |
| 3M | +18.9% | +4.7% | +14.2% | +14.8% |
| 6M | +64.9% | +24.9% | +40.0% | +40.3% |
| YTD | +156.8% | +30.0% | +126.8% | +110.5% |
| 1Y | +113.2% | +29.9% | +83.2% | +74.5% |
| 3Y | +201.8% | +117.5% | +84.3% | +58.4% |
| 5Y | +601.4% | +161.7% | +439.7% | +185.5% |
| All | +1,166.2% | +376.2% | +790.0% | +248.1% |
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