+180.6%
MPC vs COMP
+215.9%
-35.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +5.4% | +1.4% | +4.1% | +5.5% |
| 30D | +31.0% | -13.3% | +44.3% | +30.9% |
| 3M | +46.0% | +41.1% | +4.9% | +45.9% |
| 6M | +77.3% | +17.2% | +60.1% | +78.5% |
| YTD | +141.9% | +5.2% | +136.7% | +144.2% |
| 1Y | +120.9% | +18.9% | +102.0% | +121.6% |
| All | +180.6% | +215.9% | -35.3% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling