+117.2%
MPC vs IT
-17.9%
+135.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.2% |
| 7D | -10.9% | -5.5% | -5.4% | -10.8% |
| 30D | -9.4% | +10.3% | -19.8% | -9.6% |
| 3M | +26.0% | +11.5% | +14.4% | +25.6% |
| 6M | +56.5% | +40.3% | +16.2% | +55.2% |
| YTD | +144.3% | -17.9% | +162.1% | +130.8% |
| 1Y | +117.2% | -8.8% | +126.0% | +104.7% |
| All | +117.2% | -17.9% | +135.1% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling