+180.6%
MPC vs IT
-46.5%
+227.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.8% |
| 7D | +5.4% | -6.0% | +11.5% | +6.1% |
| 30D | +31.0% | 0.0% | +31.0% | +30.8% |
| 3M | +46.0% | +13.1% | +33.0% | +43.1% |
| 6M | +77.3% | +11.7% | +65.6% | +73.3% |
| YTD | +141.9% | -26.1% | +168.0% | +150.9% |
| 1Y | +120.9% | -21.3% | +142.2% | +125.1% |
| All | +180.6% | -46.5% | +227.2% | +252.9% |
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