+534.5%
MPC vs EW
-14.5%
+548.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -16.2% | +11.0% | -27.2% | -16.3% |
| 30D | -15.7% | +19.1% | -34.8% | -16.0% |
| 3M | +24.9% | +14.4% | +10.5% | +24.6% |
| 6M | +52.7% | +22.8% | +29.9% | +51.9% |
| YTD | +131.9% | +19.8% | +112.0% | +130.8% |
| 1Y | +96.6% | +23.9% | +72.7% | +95.4% |
| 3Y | +163.8% | +52.2% | +111.6% | +153.7% |
| All | +534.5% | -14.5% | +548.9% | +558.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling