+678.6%
MPC vs ITW
+36.7%
+641.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | +33.8% | -9.4% | +43.2% | +39.5% |
| 3M | +49.9% | +7.1% | +42.7% | +43.9% |
| 6M | +80.9% | -1.9% | +82.8% | +80.2% |
| YTD | +147.4% | +10.4% | +137.0% | +131.0% |
| 1Y | +123.2% | +3.3% | +119.9% | +115.6% |
| 3Y | +171.7% | +21.0% | +150.7% | +139.9% |
| 5Y | +678.6% | +36.3% | +642.3% | +504.3% |
| All | +678.6% | +36.7% | +641.9% | +504.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling