+850.9%
MPC vs IR
+316.5%
+534.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.5% |
| 7D | -12.8% | +2.3% | -15.1% | -13.8% |
| 30D | -12.7% | +3.3% | -16.1% | -14.6% |
| 3M | +27.1% | -9.0% | +36.1% | +32.2% |
| 6M | +45.8% | +8.0% | +37.8% | +36.1% |
| YTD | +134.7% | +3.4% | +131.3% | +119.6% |
| 1Y | +106.0% | +4.5% | +101.5% | +90.8% |
| 3Y | +165.5% | +25.6% | +139.9% | +110.7% |
| 5Y | +540.9% | +43.8% | +497.1% | +348.4% |
| All | +850.9% | +316.5% | +534.5% | +273.1% |
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 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