+191.7%
MPC vs EW
+57.6%
+134.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.8% |
| 7D | -9.4% | +12.3% | -21.7% | -8.7% |
| 30D | -14.3% | +22.9% | -37.2% | -13.3% |
| 3M | +31.1% | +16.7% | +14.4% | +32.4% |
| 6M | +60.3% | +31.0% | +29.3% | +62.6% |
| YTD | +142.5% | +22.8% | +119.7% | +145.7% |
| 1Y | +104.6% | +25.6% | +79.0% | +107.4% |
| 3Y | +191.7% | +62.0% | +129.7% | +192.7% |
| All | +191.7% | +57.6% | +134.1% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling