+3,106.3%
MPC vs IT
+388.8%
+2,717.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -8.8% | -7.5% | -1.4% | -6.1% |
| 30D | -14.4% | -1.2% | -13.2% | -14.9% |
| 3M | +21.9% | -2.2% | +24.1% | +20.4% |
| 6M | +60.1% | +19.1% | +41.0% | +41.4% |
| YTD | +142.3% | -25.1% | +167.4% | +155.0% |
| 1Y | +101.7% | -17.4% | +119.1% | +101.9% |
| 3Y | +184.8% | -54.1% | +238.9% | +262.1% |
| 5Y | +564.6% | -42.7% | +607.3% | +606.4% |
| 10Y | +1,098.3% | +88.1% | +1,010.2% | +469.1% |
| All | +3,106.3% | +388.8% | +2,717.6% | +637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling