+540.9%
MPC vs IR
+42.7%
+498.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.1% |
| 7D | -12.8% | +2.3% | -15.1% | -13.4% |
| 30D | -12.7% | +3.3% | -16.1% | -13.8% |
| 3M | +27.1% | -9.0% | +36.1% | +30.5% |
| 6M | +45.8% | +8.0% | +37.8% | +40.0% |
| YTD | +134.7% | +3.4% | +131.3% | +125.8% |
| 1Y | +106.0% | +4.5% | +101.5% | +96.8% |
| 3Y | +165.5% | +25.6% | +139.9% | +127.3% |
| 5Y | +540.9% | +43.8% | +497.1% | +380.1% |
| All | +540.9% | +42.7% | +498.2% | +380.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling