+180.6%
MPC vs IR
+9.5%
+171.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +5.4% | -2.8% | +8.3% | +6.1% |
| 30D | +31.0% | -15.1% | +46.1% | +36.0% |
| 3M | +46.0% | +6.1% | +40.0% | +42.3% |
| 6M | +77.3% | -16.8% | +94.1% | +85.7% |
| YTD | +141.9% | -3.5% | +145.4% | +138.9% |
| 1Y | +120.9% | -3.5% | +124.4% | +117.2% |
| All | +180.6% | +9.5% | +171.2% | +167.0% |
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