+163.8%
MPC vs IR
+27.4%
+136.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -16.2% | +3.7% | -19.9% | -16.8% |
| 30D | -15.7% | +7.4% | -23.2% | -17.1% |
| 3M | +24.9% | -5.9% | +30.8% | +26.6% |
| 6M | +52.7% | +5.6% | +47.1% | +49.5% |
| YTD | +131.9% | +4.8% | +127.0% | +124.2% |
| 1Y | +96.6% | +6.9% | +89.7% | +88.2% |
| 3Y | +163.8% | +27.6% | +136.2% | +133.6% |
| All | +163.8% | +27.4% | +136.4% | +133.6% |
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