+180.6%
MPC vs EW
+17.9%
+162.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.3% | +5.8% | +5.4% |
| 30D | +31.0% | +1.0% | +29.9% | +31.0% |
| 3M | +46.0% | +2.8% | +43.2% | +46.3% |
| 6M | +77.3% | +5.5% | +71.8% | +78.0% |
| YTD | +141.9% | +5.5% | +136.5% | +142.8% |
| 1Y | +120.9% | +11.0% | +109.9% | +121.9% |
| All | +180.6% | +17.9% | +162.8% | +170.1% |
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