+117.2%
MPC vs ITW
+24.0%
+93.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.7% |
| 7D | -10.9% | +6.3% | -17.2% | -10.1% |
| 30D | -9.4% | +11.1% | -20.5% | -8.2% |
| 3M | +26.0% | +0.1% | +25.9% | +26.1% |
| 6M | +56.5% | +18.1% | +38.4% | +57.6% |
| YTD | +144.3% | +21.4% | +122.9% | +140.3% |
| 1Y | +117.2% | +22.9% | +94.4% | +116.3% |
| All | +117.2% | +24.0% | +93.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling