+670.7%
MPC vs COMP
-56.6%
+727.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.2% | +4.3% | -3.6% |
| 7D | -12.8% | -1.8% | -10.9% | -12.7% |
| 30D | -12.7% | -0.8% | -12.0% | -12.8% |
| 3M | +27.1% | -28.1% | +55.2% | +28.6% |
| 6M | +45.8% | +27.0% | +18.8% | +42.9% |
| YTD | +134.7% | -12.8% | +147.5% | +134.2% |
| 1Y | +106.0% | +4.9% | +101.2% | +103.1% |
| 3Y | +165.5% | +321.0% | -155.5% | +132.2% |
| 5Y | +540.9% | -25.6% | +566.5% | +520.0% |
| All | +670.7% | -56.6% | +727.3% | +715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling