+117.2%
MPC vs EW
+19.7%
+97.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.4% | -12.5% | -7.1% |
| 7D | -10.9% | +8.3% | -19.2% | -9.4% |
| 30D | -9.4% | +13.9% | -23.3% | -7.0% |
| 3M | +26.0% | +10.9% | +15.1% | +28.9% |
| 6M | +56.5% | +19.2% | +37.3% | +62.6% |
| YTD | +144.3% | +16.6% | +127.7% | +151.4% |
| 1Y | +117.2% | +18.1% | +99.2% | +123.9% |
| All | +117.2% | +19.7% | +97.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling