+534.5%
MPC vs CAPR
+142.6%
+391.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.2% |
| 7D | -16.2% | +41.1% | -57.3% | -16.2% |
| 30D | -15.7% | +11.1% | -26.8% | -15.7% |
| 3M | +24.9% | +115.3% | -90.4% | +24.8% |
| 6M | +52.7% | -73.8% | +126.5% | +53.0% |
| YTD | +131.9% | -68.8% | +200.7% | +132.2% |
| 1Y | +96.6% | +43.3% | +53.3% | +93.8% |
| 3Y | +163.8% | +214.7% | -50.9% | +132.4% |
| All | +534.5% | +142.6% | +391.9% | +444.1% |
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 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