+101.7%
MPC vs EW
+26.0%
+75.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -8.8% | +9.3% | -18.1% | -6.9% |
| 30D | -14.4% | +22.1% | -36.5% | -11.0% |
| 3M | +21.9% | +13.0% | +8.9% | +25.7% |
| 6M | +60.1% | +30.1% | +30.1% | +69.0% |
| YTD | +142.3% | +22.0% | +120.3% | +151.6% |
| 1Y | +101.7% | +23.7% | +78.0% | +109.5% |
| All | +101.7% | +26.0% | +75.7% | +109.5% |
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 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