+1,120.0%
MPC vs EW
+133.1%
+986.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.3% | +5.8% | +5.5% |
| 30D | +31.0% | +1.0% | +29.9% | +30.7% |
| 3M | +46.0% | +2.8% | +43.2% | +44.7% |
| 6M | +77.3% | +5.5% | +71.8% | +73.9% |
| YTD | +141.9% | +5.5% | +136.5% | +136.7% |
| 1Y | +120.9% | +11.0% | +109.9% | +112.7% |
| 3Y | +182.7% | +17.7% | +165.0% | +152.9% |
| 5Y | +646.4% | -25.7% | +672.2% | +664.1% |
| All | +1,120.0% | +133.1% | +986.9% | +757.0% |
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