+180.6%
MPC vs B
+198.7%
-18.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +5.4% | -1.6% | +7.0% | +5.5% |
| 30D | +31.0% | +9.4% | +21.5% | +30.1% |
| 3M | +46.0% | +5.0% | +41.0% | +45.5% |
| 6M | +77.3% | -3.5% | +80.9% | +78.4% |
| YTD | +141.9% | +4.5% | +137.5% | +139.4% |
| 1Y | +120.9% | +67.8% | +53.1% | +103.9% |
| All | +180.6% | +198.7% | -18.1% | +132.2% |
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