+1,171.8%
MPC vs CAPR
-65.7%
+1,237.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.6% |
| 7D | +11.2% | +5.9% | +5.4% | +11.0% |
| 30D | -14.5% | +44.6% | -59.1% | -15.2% |
| 3M | +16.7% | +126.4% | -109.7% | +14.1% |
| 6M | +67.6% | -68.6% | +136.1% | +68.6% |
| YTD | +157.9% | -67.0% | +224.9% | +158.6% |
| 1Y | +116.7% | +65.2% | +51.5% | +98.4% |
| 3Y | +199.8% | +235.6% | -35.8% | +152.0% |
| 5Y | +604.4% | +175.4% | +429.0% | +482.1% |
| All | +1,171.8% | -65.7% | +1,237.5% | +867.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling