+3,101.0%
MPC vs IT
+382.3%
+2,718.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +2.2% |
| 7D | +5.4% | -6.0% | +11.5% | +7.9% |
| 30D | +31.0% | 0.0% | +31.0% | +30.3% |
| 3M | +46.0% | +13.1% | +33.0% | +34.8% |
| 6M | +77.3% | +11.7% | +65.6% | +61.9% |
| YTD | +141.9% | -26.1% | +168.0% | +160.1% |
| 1Y | +120.9% | -21.3% | +142.2% | +127.4% |
| 3Y | +182.7% | -46.7% | +229.4% | +232.4% |
| 5Y | +646.4% | -40.5% | +686.9% | +682.0% |
| 10Y | +1,138.7% | +103.9% | +1,034.8% | +466.6% |
| All | +3,101.0% | +382.3% | +2,718.7% | +652.2% |
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 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