+123.2%
MPC vs IT
-29.8%
+153.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.4% | +9.7% | +2.5% |
| 7D | +3.9% | -9.1% | +13.0% | +4.1% |
| 30D | +33.8% | -7.0% | +40.8% | +33.9% |
| 3M | +49.9% | +7.6% | +42.2% | +48.8% |
| 6M | +80.9% | +2.1% | +78.8% | +79.1% |
| YTD | +147.4% | -31.6% | +179.0% | +144.9% |
| 1Y | +123.2% | -29.9% | +153.1% | +120.4% |
| All | +123.2% | -29.8% | +153.0% | +120.4% |
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