+1,171.8%
MPC vs EW
+254.3%
+917.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.1% |
| 7D | +11.2% | +4.9% | +6.3% | +10.0% |
| 30D | -14.5% | +23.9% | -38.4% | -19.1% |
| 3M | +16.7% | +15.8% | +0.9% | +12.1% |
| 6M | +67.6% | +31.7% | +35.9% | +55.4% |
| YTD | +157.9% | +25.7% | +132.2% | +140.7% |
| 1Y | +116.7% | +24.4% | +92.2% | +102.5% |
| 3Y | +199.8% | +65.9% | +133.9% | +140.6% |
| 5Y | +604.4% | -7.6% | +612.0% | +577.7% |
| All | +1,171.8% | +254.3% | +917.4% | +725.5% |
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