+177.9%
MPC vs COMP
+346.2%
-168.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -8.0% |
| 7D | -10.9% | +9.5% | -20.4% | -10.8% |
| 30D | -9.4% | +8.1% | -17.5% | -9.3% |
| 3M | +26.0% | -16.3% | +42.3% | +26.0% |
| 6M | +56.5% | +42.2% | +14.3% | +55.9% |
| YTD | +144.3% | -5.0% | +149.3% | +146.7% |
| 1Y | +117.2% | +20.1% | +97.1% | +116.9% |
| All | +177.9% | +346.2% | -168.3% | +148.2% |
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