+199.8%
MPC vs IT
-53.3%
+253.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +11.2% | +1.1% | +10.2% | +11.1% |
| 30D | -14.5% | -1.8% | -12.6% | -14.5% |
| 3M | +16.7% | +4.8% | +11.8% | +15.4% |
| 6M | +67.6% | +33.0% | +34.5% | +59.0% |
| YTD | +157.9% | -23.8% | +181.8% | +167.9% |
| 1Y | +116.7% | -16.5% | +133.2% | +119.6% |
| 3Y | +199.8% | -53.6% | +253.4% | +267.2% |
| All | +199.8% | -53.3% | +253.0% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling