+3,005.7%
MPC vs EW
+611.6%
+2,394.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.3% |
| 7D | -12.8% | +6.8% | -19.5% | -14.3% |
| 30D | -12.7% | +16.6% | -29.3% | -16.2% |
| 3M | +27.1% | +13.3% | +13.8% | +22.7% |
| 6M | +45.8% | +21.6% | +24.2% | +37.8% |
| YTD | +134.7% | +18.3% | +116.4% | +122.3% |
| 1Y | +106.0% | +21.7% | +84.3% | +93.5% |
| 3Y | +165.5% | +50.3% | +115.2% | +123.1% |
| 5Y | +540.9% | -15.0% | +555.9% | +521.9% |
| 10Y | +1,133.6% | +237.5% | +896.2% | +693.2% |
| All | +3,005.7% | +611.6% | +2,394.1% | +1,228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling