+3,101.0%
MPC vs CAPR
-97.4%
+3,198.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +5.5% |
| 30D | +31.0% | +139.2% | -108.2% | +28.3% |
| 3M | +46.0% | -66.4% | +112.4% | +47.1% |
| 6M | +77.3% | -63.1% | +140.4% | +78.0% |
| YTD | +141.9% | -67.4% | +209.3% | +143.2% |
| 1Y | +120.9% | +58.2% | +62.7% | +103.9% |
| 3Y | +182.7% | +42.2% | +140.5% | +151.2% |
| 5Y | +646.4% | +87.3% | +559.2% | +546.7% |
| 10Y | +1,138.7% | -75.3% | +1,214.0% | +893.2% |
| All | +3,101.0% | -97.4% | +3,198.4% | +2,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling