+167.0%
MPC vs IR
+25.6%
+141.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.3% |
| 7D | -12.8% | +2.3% | -15.1% | -13.2% |
| 30D | -12.7% | +3.3% | -16.1% | -13.4% |
| 3M | +27.1% | -9.0% | +36.1% | +29.8% |
| 6M | +45.8% | +8.0% | +37.8% | +41.4% |
| YTD | +134.7% | +3.4% | +131.3% | +127.7% |
| 1Y | +106.0% | +4.5% | +101.5% | +98.5% |
| All | +167.0% | +25.6% | +141.4% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling