+1,174.7%
MPC vs ITW
+183.0%
+991.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.7% |
| 7D | +3.2% | -1.9% | +5.1% | +4.6% |
| 30D | +25.0% | -10.4% | +35.4% | +35.1% |
| 3M | +55.2% | +3.5% | +51.6% | +49.3% |
| 6M | +86.4% | -3.4% | +89.8% | +86.4% |
| YTD | +148.5% | +8.5% | +140.0% | +126.5% |
| 1Y | +121.7% | +3.2% | +118.5% | +109.0% |
| 3Y | +172.9% | +18.9% | +154.0% | +126.4% |
| 5Y | +679.9% | +35.0% | +644.9% | +457.4% |
| 10Y | +1,174.7% | +188.6% | +986.1% | +427.0% |
| All | +1,174.7% | +183.0% | +991.7% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling