+940.5%
MPC vs IR
+334.1%
+606.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +9.4% | +4.2% | +5.2% | +7.1% |
| 30D | -13.4% | +8.1% | -21.5% | -17.2% |
| 3M | +18.9% | +0.7% | +18.2% | +17.5% |
| 6M | +64.9% | +16.6% | +48.3% | +48.3% |
| YTD | +156.8% | +7.8% | +149.0% | +135.2% |
| 1Y | +113.2% | +9.9% | +103.3% | +92.3% |
| 3Y | +201.8% | +25.2% | +176.6% | +141.0% |
| 5Y | +601.4% | +46.8% | +554.6% | +387.2% |
| All | +940.5% | +334.1% | +606.4% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling