+880.1%
MPC vs IR
+288.5%
+591.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +5.4% | -2.8% | +8.3% | +6.9% |
| 30D | +31.0% | -15.1% | +46.1% | +42.2% |
| 3M | +46.0% | +6.1% | +40.0% | +39.1% |
| 6M | +77.3% | -16.8% | +94.1% | +88.9% |
| YTD | +141.9% | -3.5% | +145.4% | +136.2% |
| 1Y | +120.9% | -3.5% | +124.4% | +114.0% |
| 3Y | +182.7% | +9.5% | +173.2% | +142.7% |
| 5Y | +646.4% | +45.1% | +601.4% | +415.5% |
| All | +880.1% | +288.5% | +591.6% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling