+26.0%
MPC vs B
+5.8%
+20.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.3% | -16.4% | -4.7% |
| 7D | -10.9% | +1.1% | -12.0% | -9.5% |
| 30D | -9.4% | +0.3% | -9.7% | -7.8% |
| 3M | +26.0% | +5.4% | +20.5% | +35.8% |
| All | +26.0% | +5.8% | +20.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3mo: compounded portfolio wealth divided by compounded B 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…
3mo analysis · Full analysis span regression · Available span rolling