+3,005.7%
MPC vs CAPR
-97.6%
+3,103.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.8% |
| 7D | -12.8% | +29.7% | -42.5% | -13.2% |
| 30D | -12.7% | +11.0% | -23.7% | -13.0% |
| 3M | +27.1% | +118.8% | -91.8% | +24.5% |
| 6M | +45.8% | -73.9% | +119.7% | +47.2% |
| YTD | +134.7% | -70.2% | +204.9% | +135.9% |
| 1Y | +106.0% | +38.3% | +67.8% | +90.8% |
| 3Y | +165.5% | +199.7% | -34.2% | +130.4% |
| 5Y | +540.9% | +130.6% | +410.3% | +450.6% |
| 10Y | +1,133.6% | -68.5% | +1,202.1% | +883.9% |
| All | +3,005.7% | -97.6% | +3,103.3% | +2,569.7% |
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