+3,005.7%
MPC vs ALL
+1,155.2%
+1,850.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.3% |
| 7D | -12.8% | +4.2% | -17.0% | -15.3% |
| 30D | -12.7% | +18.9% | -31.7% | -22.5% |
| 3M | +27.1% | +1.2% | +25.8% | +25.0% |
| 6M | +45.8% | +23.2% | +22.6% | +24.3% |
| YTD | +134.7% | +30.0% | +104.7% | +90.6% |
| 1Y | +106.0% | +39.6% | +66.4% | +58.9% |
| 3Y | +165.5% | +115.2% | +50.3% | +38.9% |
| 5Y | +540.9% | +156.2% | +384.7% | +167.7% |
| 10Y | +1,133.6% | +398.0% | +735.6% | +206.4% |
| All | +3,005.7% | +1,155.2% | +1,850.5% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling