+1,098.3%
MPC vs EW
+234.0%
+864.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -8.8% | +9.3% | -18.1% | -10.9% |
| 30D | -14.4% | +22.1% | -36.5% | -18.7% |
| 3M | +21.9% | +13.0% | +8.9% | +17.9% |
| 6M | +60.1% | +30.1% | +30.1% | +48.8% |
| YTD | +142.3% | +22.0% | +120.3% | +127.8% |
| 1Y | +101.7% | +23.7% | +78.0% | +88.7% |
| 3Y | +184.8% | +62.0% | +122.8% | +129.9% |
| 5Y | +564.6% | -12.4% | +577.0% | +551.2% |
| 10Y | +1,098.3% | +236.1% | +862.3% | +684.6% |
| All | +1,098.3% | +234.0% | +864.3% | +684.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling