+96.6%
MPC vs IR
+5.9%
+90.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.1% |
| 7D | -16.2% | +3.7% | -19.9% | -15.8% |
| 30D | -15.7% | +7.4% | -23.2% | -14.9% |
| 3M | +24.9% | -5.9% | +30.8% | +24.6% |
| 6M | +52.7% | +5.6% | +47.1% | +54.7% |
| YTD | +131.9% | +4.8% | +127.0% | +135.3% |
| 1Y | +96.6% | +6.9% | +89.7% | +99.9% |
| All | +96.6% | +5.9% | +90.7% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling