+661.4%
MPC vs COMP
-52.0%
+713.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -12.0% | -1.6% |
| 7D | -16.2% | +13.4% | -29.6% | -16.7% |
| 30D | -15.7% | +11.1% | -26.8% | -16.2% |
| 3M | +24.9% | -18.8% | +43.7% | +25.8% |
| 6M | +52.7% | +10.5% | +42.2% | +51.1% |
| YTD | +131.9% | -3.4% | +135.3% | +130.4% |
| 1Y | +96.6% | +19.7% | +76.9% | +92.6% |
| 3Y | +163.8% | +381.6% | -217.8% | +129.2% |
| 5Y | +533.1% | -17.6% | +550.7% | +509.9% |
| All | +661.4% | -52.0% | +713.3% | +701.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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