+1,079.5%
MPC vs CAPR
-68.5%
+1,148.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | -16.2% | +41.1% | -57.3% | -16.8% |
| 30D | -15.7% | +11.1% | -26.8% | -16.0% |
| 3M | +24.9% | +115.3% | -90.4% | +22.3% |
| 6M | +52.7% | -73.8% | +126.5% | +54.2% |
| YTD | +131.9% | -68.8% | +200.7% | +132.9% |
| 1Y | +96.6% | +43.3% | +53.3% | +81.0% |
| 3Y | +163.8% | +214.7% | -50.9% | +122.4% |
| 5Y | +533.1% | +141.3% | +391.8% | +426.4% |
| All | +1,079.5% | -68.5% | +1,148.0% | +790.1% |
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