+1,135.3%
MPC vs CAPR
-59.1%
+1,194.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +26.5% | -23.1% | +2.9% |
| 7D | +2.6% | +25.8% | -23.2% | +2.1% |
| 30D | -12.2% | +50.2% | -62.4% | -13.0% |
| 3M | +20.1% | +185.5% | -165.4% | +16.9% |
| 6M | +60.6% | -64.8% | +125.4% | +61.3% |
| YTD | +150.6% | -61.1% | +211.7% | +150.5% |
| 1Y | +104.7% | +81.0% | +23.7% | +87.4% |
| 3Y | +194.5% | +300.7% | -106.2% | +146.8% |
| 5Y | +582.3% | +223.3% | +358.9% | +462.4% |
| 10Y | +1,135.3% | -58.8% | +1,194.0% | +820.8% |
| All | +1,135.3% | -59.1% | +1,194.3% | +820.8% |
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