+534.5%
MPC vs B
+134.6%
+399.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.2% |
| 7D | -16.2% | +9.6% | -25.8% | -16.7% |
| 30D | -15.7% | +3.5% | -19.2% | -15.9% |
| 3M | +24.9% | -1.6% | +26.5% | +24.7% |
| 6M | +52.7% | -1.7% | +54.3% | +52.0% |
| YTD | +131.9% | -5.3% | +137.2% | +130.2% |
| 1Y | +96.6% | +27.2% | +69.4% | +87.0% |
| 3Y | +163.8% | +166.1% | -2.3% | +121.7% |
| All | +534.5% | +134.6% | +399.9% | +452.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling