+198.5%
MPC vs IT
-53.6%
+252.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +9.4% | -3.7% | +13.1% | +9.9% |
| 30D | -13.4% | -3.1% | -10.3% | -13.3% |
| 3M | +18.9% | +6.3% | +12.5% | +17.3% |
| 6M | +64.9% | +24.8% | +40.1% | +58.0% |
| YTD | +156.8% | -24.4% | +181.2% | +166.9% |
| 1Y | +113.2% | -17.1% | +130.3% | +116.3% |
| All | +198.5% | -53.6% | +252.0% | +266.0% |
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