+881.7%
MPC vs IR
+336.9%
+544.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -8.8% | +1.5% | -10.4% | -9.5% |
| 30D | -14.4% | +9.0% | -23.4% | -18.4% |
| 3M | +21.9% | -0.9% | +22.8% | +21.5% |
| 6M | +60.1% | +13.4% | +46.7% | +46.2% |
| YTD | +142.3% | +8.5% | +133.9% | +121.2% |
| 1Y | +101.7% | +11.3% | +90.4% | +80.8% |
| 3Y | +184.8% | +26.0% | +158.8% | +126.7% |
| 5Y | +564.6% | +47.9% | +516.8% | +359.9% |
| All | +881.7% | +336.9% | +544.9% | +275.9% |
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