+540.9%
MPC vs CAPR
+126.3%
+414.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.9% |
| 7D | -12.8% | +29.7% | -42.5% | -12.8% |
| 30D | -12.7% | +11.0% | -23.7% | -12.7% |
| 3M | +27.1% | +118.8% | -91.8% | +26.9% |
| 6M | +45.8% | -73.9% | +119.7% | +46.1% |
| YTD | +134.7% | -70.2% | +204.9% | +135.0% |
| 1Y | +106.0% | +38.3% | +67.8% | +103.0% |
| 3Y | +165.5% | +199.7% | -34.2% | +133.9% |
| 5Y | +540.9% | +130.6% | +410.3% | +435.3% |
| All | +540.9% | +126.3% | +414.6% | +435.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling