+184.8%
MPC vs B
+179.8%
+5.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | 0.0% |
| 7D | -8.8% | +7.1% | -16.0% | -9.0% |
| 30D | -14.4% | -3.3% | -11.1% | -14.2% |
| 3M | +21.9% | -2.5% | +24.5% | +22.0% |
| 6M | +60.1% | -7.2% | +67.4% | +60.5% |
| YTD | +142.3% | -7.4% | +149.7% | +141.3% |
| 1Y | +101.7% | +16.4% | +85.3% | +94.1% |
| 3Y | +184.8% | +178.7% | +6.1% | +137.9% |
| All | +184.8% | +179.8% | +5.0% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling