+1,079.5%
MPC vs EW
+236.3%
+843.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -16.2% | +11.0% | -27.2% | -18.4% |
| 30D | -15.7% | +19.1% | -34.8% | -19.5% |
| 3M | +24.9% | +14.4% | +10.5% | +20.3% |
| 6M | +52.7% | +22.8% | +29.9% | +43.9% |
| YTD | +131.9% | +19.8% | +112.0% | +118.8% |
| 1Y | +96.6% | +23.9% | +72.7% | +83.7% |
| 3Y | +163.8% | +52.2% | +111.6% | +117.3% |
| 5Y | +533.1% | -13.9% | +547.0% | +522.7% |
| All | +1,079.5% | +236.3% | +843.1% | +668.7% |
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